Work

Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology

Year: 2011

Type: conference-paper

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc.2011.6161035

Authors: Quanyan Zhu, Hamidou Tembine, Tamer Basar

Institutions: Supélec, University of Illinois Urbana-Champaign

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2015553626

FWCI: 12.68

Cites: 35

Cited by: 21

Related to: 10