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In this chapter, we are dealing with state models where all quantities are scalars. In Chap. 7 , we have studied multi-person MFTGs that are described by a linear jump-diffusion system of conditional mean-field type and a quadratic cost functional involving the second moment of the states and control actions, the square of the conditional expectation of the state, and the control actions of the decision-makers.

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Semi-Explicit Solutions in Non-Quadratic Mean-Field-Type Games

  • 章节

  • 发表日期：

    2026年

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  • Tamer Başar,
  • Boualem Djehiche,
  • Hamidou Tembine

摘要

In this chapter, we are dealing with state models where all quantities are scalars. In Chap. 7 , we have studied multi-person MFTGs that are described by a linear jump-diffusion system of conditional mean-field type and a quadratic cost functional involving the second moment of the states and control actions, the square of the conditional expectation of the state, and the control actions of the decision-makers.