@inproceedings{04f09b97579f4cfb82f202b2afd0b40d,
title = "Payoff measurement noise in risk-sensitive mean-field-type games",
abstract = "Payoff measurement noise constitutes a major problem in practical interactive decision-making scenarios. When agent's payoff is erroneously perceived or observed with a noise functional, the response is highly impacted. In this paper, a risk-sensitive approach is proposed for capturing players' behaviors in presence of measurement randomness in mean-field-type games. Equilibrium and optimal strategy systems are established using stochastic maximum principle and dynamic programming principle in infinite dimensions.",
keywords = "Dynamic programming, Game theory, Mean-field, Stochastic control, Stochastic maximum principle",
author = "Hamidou Tembine",
note = "Publisher Copyright: {\textcopyright} 2017 IEEE.; 29th Chinese Control and Decision Conference, CCDC 2017 ; Conference date: 28-05-2017 Through 30-05-2017",
year = "2017",
month = jul,
day = "12",
doi = "10.1109/CCDC.2017.7979159",
language = "English (US)",
series = "Proceedings of the 29th Chinese Control and Decision Conference, CCDC 2017",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "3764--3769",
booktitle = "Proceedings of the 29th Chinese Control and Decision Conference, CCDC 2017",
}