2 papers
math.OC2025
Mean-Field-Type Game Theory with Rosenblatt Noise
Hamidou Tembine, Tyrone E. Duncan, Bozenna Pasik-Duncan
We study the integration of Rosenblatt noise into stochastic systems, control theory, and mean-field-type game theory, addressing the limitations of traditional Gaussian and Markov…
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…