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math.OC2012
Risk-Sensitive Mean Field Games
Hamidou Tembine, Quanyan Zhu, Tamer Basar
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stocha…
math.OC2012★ 9 cited
On The Convergence of a Nash Seeking Algorithm with Stochastic State Dependent Payoff
A. F. Hanif, H. Tembine, M. Assaad +1
Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important…