156 citations · 514 across the 50 of their papers we have counts for
8 papers · 1 filter
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.
Deterministic Mean-field Ensemble Kalman Filtering
Kody J. H. Law, Hamidou Tembine, Raul Tempone
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Legland etal. (2011) is extended to non-Gaussian state space models. A density-based deterministic appro…
A Game Theoretic Approach to Minimize the Completion Time of Network Coded Cooperative Data Exchange
Ahmed Douik, Sameh Sorour, Hamidou Tembine +2
In this paper, we introduce a game theoretic framework for studying the problem of minimizing the completion time of instantly decodable network coding (IDNC) for cooperative data…
A Game-Theoretic Framework for Decentralized Cooperative Data Exchange using Network Coding
Ahmed Douik, Sameh Sorour, Hamidou Tembine +2
In this paper, we introduce a game theoretic framework for studying the problem of minimizing the delay of instantly decodable network coding (IDNC) for cooperative data exchange (…
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…
Non-Asymptotic Mean-Field Games
Hamidou Tembine
Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized ga…
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…