Discrete-time decentralized control using the risk-sensitive performance criterion in the large population regime: A mean field approach


This paper considers a discrete-time decentralized control problem using the risk-sensitive cost function when there is a large number of agents. We solve this problem via mean field control theory. We first obtain an individual robust decentralized controller that is a function of the local state information and a bias term that is related to the mean… (More)
DOI: 10.1109/ACC.2015.7172082

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