Mean-Field-Type Games with Jump and Regime Switching

Bensoussan, A; Djehiche, B; Tembine, H; Yam, SCP

Tembine, H (corresponding author), New York Univ Abu Dhabi, Learning & Game Theory Lab, Abu Dhabi, U Arab Emirates.

DYNAMIC GAMES AND APPLICATIONS, 2020; 10 (1): 19

Abstract

In this article, we study mean-field-type games with jump-diffusion and regime switching in which the payoffs and the state dynamics depend not only o......

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