2 papers
math.OC2025
Semi-Explicit Solution of Some Discrete-Time Higher-Order-Cost Mean-Field-Type Control
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities i…
math.OC2025
Semi-Explicit Solution of Some Discrete-Time Mean-Field-Type Games with Higher-Order Costs
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they…