Duncan, Tyrone E.; Tembine, Hamidou - In: Games 9 (2018) 1, pp. 1-18

In this work, a multi-person mean-field-type game is formulated and solved that is described by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving the second moments, the square of the expected value of the state, and the control actions of all...