Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method

Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publication2019 IEEE 58th Conference on Decision and Control, CDC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages293-298
Number of pages6
ISBN (Electronic)9781728113982
DOIs
StatePublished - Dec 2019
Event58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: Dec 11 2019Dec 13 2019

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2019-December
ISSN (Print)0743-1546

Conference

Conference58th IEEE Conference on Decision and Control, CDC 2019
CountryFrance
CityNice
Period12/11/1912/13/19

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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    Barreiro-Gomez, J., Djehiche, B., Duncan, T. E., Pasik-Duncan, B., & Tembine, H. (2019). Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method. In 2019 IEEE 58th Conference on Decision and Control, CDC 2019 (pp. 293-298). [9029496] (Proceedings of the IEEE Conference on Decision and Control; Vol. 2019-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC40024.2019.9029496