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ENTITY risk-averse fictitious-play scheme

risk-averse fictitious-play scheme

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  1. TOOL · CL_295248 ·

    New framework for risk-averse multi-population mean-field games introduced

    This paper introduces a new framework for risk-averse multi-population mean-field games, designed to model large-scale heterogeneous multi-agent systems. The approach accounts for uncertainty in the behavior of other po…