Exponential Transform Methods for Multi-Agent Risk-Sensitive Control: \\ Theory, Implementation and Convergence Analysis

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Andreas Peters
DOI: 10.2139/ssrn.6203160
Cited by: 0
References: 19

Fields of Study & Subjects

Stochastic processes and financial applications Adaptive Dynamic Programming Control Risk and Portfolio Optimization

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint