2 papers
math.OC2023
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…
math.OC2023
Operational Research: Methods and Applications
Fotios Petropoulos, Gilbert Laporte, Emel Aktas +79
Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This…