Partially-Observed Discrete-Time Risk-Sensitive Mean-Field Games

Keyphrases

• Discrete-time 100%
• Risk-sensitive 100%
• Mean Field Games 100%
• Partially Observed 100%
• Mean Field Equilibrium 66%
• Weakly Coupled 33%
• Dynamic Programming 33%
• State Space 33%
• Cost Function 33%
• State Observation 33%
• Empirical Distribution Function 33%
• State Dynamics 33%
• Individual State 33%
• Infinite Population 33%
• Game Model 33%
• Risk-neutral 33%
• Belief Space 33%
• Stochastic Control Problem 33%
• Equilibrium Policies 33%
• Individual Cost 33%
• Risk-averse Behavior 33%
• State Action 33%
• Measure Space 33%
• Action Space 33%
• Cost Dynamics 33%
• Approximate Nash Equilibrium 33%
• Partially Observed Stochastic Control 33%
• Exponential Cost Function 33%

Mathematics

• Discrete Time 100%
• Cost Function 100%
• Stochastics 50%
• Approximates 50%
• Multiplicative 50%
• Nash Equilibrium 50%
• Control Problems 50%
• Infinite Population 50%

Economics, Econometrics and Finance

• Cost Function 100%
• Dynamic Programming 50%
• Nash Equilibrium 50%