Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching

Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine. Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching. IEEE Trans. Automat. Contr., 64(10):4329-4336, 2019. [doi]

Abstract

Abstract is missing.