Risk-sensitive mean field stochastic differential games
By H. Tembine, Quanyan Zhu, Tamer Basar. 2011
80 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/2c4ebf5758610773b09aaacb886a3b559f623203
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
In Economics and Econometrics
- Phillip S. C. Yam
- Joseph Sung
- Siu Pang Yung
- Alain Bensoussan
- Daniel Lacker
- René A. Carmona
- François Delarue
- P. J. Graber
In Finance
- Joseph Sung
- Siu Pang Yung
- Phillip S. C. Yam
- Alain Bensoussan
- Daniel Lacker
- René A. Carmona
- P. J. Graber
- François Delarue
Citations in the corpus
- Linear-Quadratic Mean Field Games (2014, background): “[37] considered the risk-sensitive MFGs; and Yang et al.”