Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method

This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These include quadratic-quadratic games and games with power, logarithmic, sine square, hyperbolic sine square payoffs. Nonlinear state dynamics such as log-state, control-dependent regime switching, quadratic state, cotangent state, and hyperbolic cotangent state are considered. We identify equilibrium strategies and equilibrium payoffs in state-and-conditional mean-field type feedback form. It is shown that a simple direct method can be used to solve broader classes of nonquadratic mean-field-type games under jump-diffusion-regime switching Gauss-Volterra processes which include fractional Brownian motions and multifractional Brownian motions. We provide semiexplicit solutions to the fully cooperative, noncooperative nonzero-sum, and adversarial game problems.