collaborators

1 paper

math.OC2025

LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework

Hanchao Liu, Dena Firoozi, Michèle Breton

We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) si…