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

Keyphrases

• Control Actions 100%
• State Action 100%
• Cost Functional 100%
• Mean Field Games 100%
• Linear Quadratic 100%
• Quadratic Mean 100%
• Berge Equilibrium 100%
• Mean Field 50%
• Numerical Examples 50%
• State Dynamics 50%
• Direct Method 50%
• Switching States 50%
• Game Problem 50%
• Conditional Mean 50%
• Diffusion Regime 50%
• Jump Diffusion 50%
• Semi-explicit 50%
• Regime Switching 50%
• Conditional Variance 50%
• Conditional Covariance 50%

Mathematics

• Conditionals 100%
• Numerical Example 50%
• Covariance 50%
• Direct Method 50%
• Conditional Variance 50%