Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching

DOI10.1109/TAC.2019.2895295zbMath1482.91022WikidataQ69036814 ScholiaQ69036814MaRDI QIDQ5211190

Tyrone E. Duncan, Julian Barreiro-Gomez, Hamidou Tembine

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Games with infinitely many players (91A07) Mean field games (aspects of game theory) (91A16) Jump processes on general state spaces (60J76)

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