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math.OC2017
Risk-Sensitive Mean-Field-Type Control
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine +1
We study risk-sensitive optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law a…
math.OC2017
Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics
Alexander Aurell, Boualem Djehiche
We extend the class of pedestrian crowd models introduced by Lachapelle and Wolfram (2011) to allow for nonlocal crowd aversion and arbitrarily but finitely many interacting crowds…