@article{bcbc29f4a9e2453d951ec855f063da4c,
title = "Linear-quadratic mean-field-type games: Jump-diffusion process with regime switching",
abstract = "In this paper, we study a linear-quadratic mean-fieldtype game problem under jump-diffusion-regime switching state dynamics that include mean-field terms in the states and in the cost function. In the cost functional, we consider conditional variance of both the states and control actions, mean of both states and control actions, and covariance terms. The underlying problem is solved in a semiexplicit way by using the direct method.",
keywords = "Game theory, Stochastic systems",
author = "Julian Barreiro-Gomez and Duncan, {Tyrone E.} and Hamidou Tembine",
note = "Funding Information: Manuscript received May 9, 2018; revised September 19, 2018, September 20, 2018, and November 21, 2018; accepted January 21, 2019. Date of publication January 25, 2019; date of current version September 25, 2019. This work was supported in part by the U.S. Air Force Office of Scientific Research under Grant FA9550-17-1-0259 and Grant FA9550-17-1-0073 and in part by the National Science Foundation under Grant DMS 1411412. Recommended by Associate Editor R. P. Malhame. (Corresponding author: Julian Barreiro-Gomez.) J. Barreiro-Gomez and H. Tembine are with the Learning and Game Theory Laboratory, New York University Abu Dhabi, Saadiyat 129188, United Arab Emirates (e-mail:,jbarreiro@nyu.edu; tembine@nyu.edu). Publisher Copyright: {\textcopyright} 2019 IEEE.",
year = "2019",
month = oct,
doi = "10.1109/TAC.2019.2895295",
language = "English (US)",
volume = "64",
pages = "4329--4336",
journal = "IRE Transactions on Automatic Control",
issn = "0018-9286",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "10",
}