156 citations · 514 across the 50 of their papers we have counts for
4 papers · 2 filters
On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games
Djehiche Boualem, Tembine Hamidou
In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. T…
Risk-Sensitive Mean-Field Type Control under Partial Observation
Boualem Djehiche, Hamidou Tembine
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
Mean-Field Games for Marriage
Dario Bauso, Ben Mansour Dia, Boualem Djehiche +2
This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution…
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
Boualem Djehiche, Hamidou Tembine, Raul Tempone
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stocha…