TY - GEN
T1 - Fractional Mean-Field-Type Games under Non-Quadratic Costs
T2 - 58th IEEE Conference on Decision and Control, CDC 2019
AU - Barreiro-Gomez, Julian
AU - Djehiche, Boualem
AU - Duncan, Tyrone E.
AU - Pasik-Duncan, Bozenna
AU - Tembine, Hamidou
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/12
Y1 - 2019/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85082505050&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85082505050&partnerID=8YFLogxK
U2 - 10.1109/CDC40024.2019.9029496
DO - 10.1109/CDC40024.2019.9029496
M3 - Conference contribution
AN - SCOPUS:85082505050
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 293
EP - 298
BT - 2019 IEEE 58th Conference on Decision and Control, CDC 2019
PB - Institute of Electrical and Electronics Engineers Inc.
Y2 - 11 December 2019 through 13 December 2019
ER -