We show that a large class of discrete-time dynamic games can be obtained as a limit of stochastic control problems with multiplicative cost. Our approach consists in analyzing the large deviation properties of the Markov kernels associated with the stochastic dynamics, and allows us to give a unitary treatment of several nonlinear models
We consider a symmetric stochastic differential game where each player can control the diffusion int...
International audienceWe introduce a mixed generalized Dynkin game/stochastic control with -expectat...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
We show that a large class of discrete-time dynamic games can be obtained as a limit of stochastic c...
We show that discrete-time, partially observed, risk-sensitive control problems over an infinite tim...
We show that risk-sensitive control problems and deterministic dynamic games can be connected, under...
In this article we review a model of stochastic evolution under general noisy best-response protocol...
In this paper we solve a finite-horizon partially observed risk- sensitive stochastic optimal contro...
In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We ...
We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncrat...
We consider duality relations between risk-sensitive stochastic control problems and dynamic games. ...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
We consider a class of discrete-time stochastic Stackelberg dynamic games with one leader and the N ...
We consider a system of stochastic interacting particles in Rd and we describe large deviation asymp...
We consider a symmetric stochastic differential game where each player can control the diffusion int...
International audienceWe introduce a mixed generalized Dynkin game/stochastic control with -expectat...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
We show that a large class of discrete-time dynamic games can be obtained as a limit of stochastic c...
We show that discrete-time, partially observed, risk-sensitive control problems over an infinite tim...
We show that risk-sensitive control problems and deterministic dynamic games can be connected, under...
In this article we review a model of stochastic evolution under general noisy best-response protocol...
In this paper we solve a finite-horizon partially observed risk- sensitive stochastic optimal contro...
In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We ...
We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncrat...
We consider duality relations between risk-sensitive stochastic control problems and dynamic games. ...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
We consider a class of discrete-time stochastic Stackelberg dynamic games with one leader and the N ...
We consider a system of stochastic interacting particles in Rd and we describe large deviation asymp...
We consider a symmetric stochastic differential game where each player can control the diffusion int...
International audienceWe introduce a mixed generalized Dynkin game/stochastic control with -expectat...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
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