Now showing items 1-2 of 2

    • Mean Field Stackelberg Games: Aggregation of Delayed Instructions 

      Bensoussan, Alain; Chau, M. H. M.; Yam, S. C. P.
      In this paper, we consider an N-player interacting strategic game in the presence of a (endogenous) dominating player, who gives direct influence on individual agents, through its impact on their control in the sense of ...
    • Parabolic Bellman Equations with Risk Control 

      Bensoussan, Alain; Breit, D.; Frehse, J.
      We consider stochastic optimal control problems with an additional term representing the variance of the control functions. The latter one may serve as a risk control. We present and treat the problem in a purely analytical ...