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- Barreiro-Gomez, J., et al.
(författare)
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Fractional Mean-Field-Type Games under Non-Quadratic Costs : A Direct Method
- 2019
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Ingår i: Proceedings of the IEEE Conference on Decision and Control. - : Institute of Electrical and Electronics Engineers Inc.. - 9781728113982 ; , s. 293-298
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Konferensbidrag (refereegranskat)abstract
- This work examines the solvability of fractional conditional mean-field-type games. The evolution of the state is described by a time-fractional stochastic dynamics driven by jump-diffusion-regime switching Gauss-Volterra processes which include fractional Brownian motion and multi-fractional Brownian motion. The cost functional is non-quadratic and includes a fractional-integral of an higher order polynomial. We provide semi-explicitly the equilibrium strategies in state-and-conditional mean-field-type feedback form for all decision-makers.
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