Mean-field-type games with jump and regime switching

DOI10.1007/S13235-019-00306-2zbMATH Open1437.91050OpenAlexW2919761989WikidataQ69036858 ScholiaQ69036858MaRDI QIDQ2175351FDOQ2175351

Authors: Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam, Alain Bensoussan 

Publication date: 29 April 2020

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-019-00306-2

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zbMATH Keywords

game theorymean-fieldMckean-Vlasov

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39) Mean field games (aspects of game theory) (91A16)

Cites Work

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• Title not available (Why is that?)
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Cited In (8)

• Hierarchical structures and leadership design in mean-field-type games with polynomial cost
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
• Stochastic control for mean-field stochastic partial differential equations with jumps
• COVID-19: data-driven mean-field-type game perspective
• Mean field control and finite agent approximation for regime-switching jump diffusions
• Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
• A stochastic maximum principle for a stochastic differential game of a mean-field type

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