{"id":"https://openalex.org/W2904233225","doi":"https://doi.org/10.1007/s13235-018-00290-z","title":"Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle","display_name":"Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle","publication_year":2018,"publication_date":"2018-12-13","ids":{"openalex":"https://openalex.org/W2904233225","doi":"https://doi.org/10.1007/s13235-018-00290-z","mag":"2904233225"},"language":"en","primary_location":{"id":"doi:10.1007/s13235-018-00290-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13235-018-00290-z","pdf_url":null,"source":{"id":"https://openalex.org/S2502731256","display_name":"Dynamic Games and Applications","issn_l":"2153-0785","issn":["2153-0785","2153-0793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320186","host_organization_name":"Birkh\u00e4user","host_organization_lineage":["https://openalex.org/P4310320186","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Birkh\u00e4user","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dynamic Games and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032721534","display_name":"Jun Moon","orcid":"https://orcid.org/0000-0002-8877-9519"},"institutions":[{"id":"https://openalex.org/I48566637","display_name":"Ulsan National Institute of Science and Technology","ror":"https://ror.org/017cjz748","country_code":"KR","type":"education","lineage":["https://openalex.org/I48566637"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Jun Moon","raw_affiliation_strings":["School of Electrical and Computer Engineering, Ulsan National Institute of Science and Technology (UNIST), Ulsan, 44919, South Korea"],"raw_orcid":"https://orcid.org/0000-0002-8877-9519","affiliations":[{"raw_affiliation_string":"School of Electrical and Computer Engineering, Ulsan National Institute of Science and Technology (UNIST), Ulsan, 44919, South Korea","institution_ids":["https://openalex.org/I48566637"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019604570","display_name":"Tamer Ba\u015far","orcid":"https://orcid.org/0000-0003-4406-7875"},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tamer Ba\u015far","raw_affiliation_strings":["Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, IL, 61801, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, IL, 61801, USA","institution_ids":["https://openalex.org/I157725225"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5032721534"],"corresponding_institution_ids":["https://openalex.org/I48566637"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.8709,"has_fulltext":false,"cited_by_count":23,"citation_normalized_percentile":{"value":0.87142094,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"9","issue":"4","first_page":"1100","last_page":"1125"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.9775999784469604,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9761999845504761,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6742675304412842},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6146976351737976},{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.5768688321113586},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.5436588525772095},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5024182796478271},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.4998931884765625},{"id":"https://openalex.org/keywords/fixed-point-theorem","display_name":"Fixed-point theorem","score":0.4816628694534302},{"id":"https://openalex.org/keywords/fixed-point","display_name":"Fixed point","score":0.4754504859447479},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.469218373298645},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.456432968378067},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3975338339805603},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.33035919070243835},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3049190044403076},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.2728468179702759},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.21405380964279175},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08926331996917725},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.07636263966560364}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6742675304412842},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6146976351737976},{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.5768688321113586},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.5436588525772095},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5024182796478271},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.4998931884765625},{"id":"https://openalex.org/C45962547","wikidata":"https://www.wikidata.org/wiki/Q1422068","display_name":"Fixed-point theorem","level":2,"score":0.4816628694534302},{"id":"https://openalex.org/C61445026","wikidata":"https://www.wikidata.org/wiki/Q217608","display_name":"Fixed point","level":2,"score":0.4754504859447479},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.469218373298645},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.456432968378067},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3975338339805603},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.33035919070243835},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3049190044403076},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.2728468179702759},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.21405380964279175},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08926331996917725},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.07636263966560364},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s13235-018-00290-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13235-018-00290-z","pdf_url":null,"source":{"id":"https://openalex.org/S2502731256","display_name":"Dynamic Games and Applications","issn_l":"2153-0785","issn":["2153-0785","2153-0793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320186","host_organization_name":"Birkh\u00e4user","host_organization_lineage":["https://openalex.org/P4310320186","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Birkh\u00e4user","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dynamic Games and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:dyngam:v:9:y:2019:i:4:d:10.1007_s13235-018-00290-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s13235-018-00290-z","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:scholarworks.unist.ac.kr:201301/25474","is_oa":false,"landing_page_url":"https://scholarworks.unist.ac.kr/handle/201301/25474","pdf_url":null,"source":{"id":"https://openalex.org/S4306401118","display_name":"Scholarworks@UNIST (Ulsan National Institute of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I48566637","host_organization_name":"Ulsan National Institute of Science and Technology","host_organization_lineage":["https://openalex.org/I48566637"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"ARTICLE"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.4699999988079071}],"awards":[{"id":"https://openalex.org/G2727346273","display_name":null,"funder_award_id":"NRF-2017R1A5A1015311","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"},{"id":"https://openalex.org/G6886755502","display_name":null,"funder_award_id":"No. 2018-0-00958","funder_id":"https://openalex.org/F4320335489","funder_display_name":"Institute for Information and Communications Technology Promotion"},{"id":"https://openalex.org/G8325026323","display_name":null,"funder_award_id":"N00014-16-1-2710","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320322120","display_name":"National Research Foundation of Korea","ror":"https://ror.org/013aysd81"},{"id":"https://openalex.org/F4320335489","display_name":"Institute for Information and Communications Technology Promotion","ror":"https://ror.org/01g0hqq23"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":77,"referenced_works":["https://openalex.org/W125715901","https://openalex.org/W586490843","https://openalex.org/W592962635","https://openalex.org/W659339155","https://openalex.org/W1023560205","https://openalex.org/W1076438846","https://openalex.org/W1489200767","https://openalex.org/W1507126399","https://openalex.org/W1525883337","https://openalex.org/W1534416612","https://openalex.org/W1558902221","https://openalex.org/W1567262822","https://openalex.org/W1576577548","https://openalex.org/W1578630563","https://openalex.org/W1580561995","https://openalex.org/W1589395967","https://openalex.org/W1736238968","https://openalex.org/W1820663283","https://openalex.org/W1946156631","https://openalex.org/W1973258650","https://openalex.org/W1983321045","https://openalex.org/W1983997656","https://openalex.org/W1985050062","https://openalex.org/W1986431940","https://openalex.org/W1992169727","https://openalex.org/W1997481555","https://openalex.org/W2000822558","https://openalex.org/W2004264786","https://openalex.org/W2011000015","https://openalex.org/W2015553626","https://openalex.org/W2018708768","https://openalex.org/W2020028709","https://openalex.org/W2022806724","https://openalex.org/W2026814250","https://openalex.org/W2027840741","https://openalex.org/W2035299975","https://openalex.org/W2037092210","https://openalex.org/W2037152246","https://openalex.org/W2038686546","https://openalex.org/W2048138547","https://openalex.org/W2048308882","https://openalex.org/W2051171895","https://openalex.org/W2074060273","https://openalex.org/W2075423166","https://openalex.org/W2081458347","https://openalex.org/W2088077079","https://openalex.org/W2096035449","https://openalex.org/W2115684267","https://openalex.org/W2129951390","https://openalex.org/W2136776938","https://openalex.org/W2141514193","https://openalex.org/W2182482626","https://openalex.org/W2211095476","https://openalex.org/W2289473542","https://openalex.org/W2304832139","https://openalex.org/W2415721549","https://openalex.org/W2498694880","https://openalex.org/W2559831931","https://openalex.org/W2789382902","https://openalex.org/W2802739963","https://openalex.org/W2888559564","https://openalex.org/W2964128536","https://openalex.org/W3023995834","https://openalex.org/W3105231990","https://openalex.org/W3122588987","https://openalex.org/W3145128584","https://openalex.org/W4210791600","https://openalex.org/W4212780424","https://openalex.org/W4246219036","https://openalex.org/W4291439952","https://openalex.org/W4293259004","https://openalex.org/W4297852499","https://openalex.org/W4300143132","https://openalex.org/W4302033101","https://openalex.org/W4302567662","https://openalex.org/W4302609762","https://openalex.org/W6830136761"],"related_works":["https://openalex.org/W4297748142","https://openalex.org/W2111722796","https://openalex.org/W3043771845","https://openalex.org/W2964218050","https://openalex.org/W4310822474","https://openalex.org/W2022384100","https://openalex.org/W1957583771","https://openalex.org/W4320924209","https://openalex.org/W2952444919","https://openalex.org/W1905427415"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}