Linear–Quadratic Mean-Field-Type Games: A Direct Method
In this work, a multi-person mean-field-type game is formulated and solved that is described by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving the second moments, the square of the expected value of the state, and the control actions of all decision-maker...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-02-01
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| Series: | Games |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2073-4336/9/1/7 |