Berge equilibrium in linear-quadratic mean-field-type games

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

Research output: Contribution to journalArticlepeer-review


In this paper, we study Berge equilibria in linear-quadratic mean-field-type game problems under a jump-diffusion-regime switching state dynamics that incorporate mean-field terms in both the states and cost functional. In the cost functional, we consider conditional variance of the states and control actions, conditional mean of states and control actions, and conditional covariance terms. The underlying Berge problem is solved in a semi-explicit way by using the direct method and an illustrative numerical example is presented.

Original languageEnglish (US)
Pages (from-to)10861-10885
Number of pages25
JournalJournal of the Franklin Institute
Issue number15
StatePublished - Oct 2020

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Signal Processing
  • Computer Networks and Communications
  • Applied Mathematics


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