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

Julian Barreiro-GomezTyrone E. DuncanHamidou Tembine
Published in: IEEE Trans. Autom. Control. (2019)
Keyphrases
  • linear quadratic
  • jump diffusion process
  • vector valued
  • dynamical systems
  • closed loop
  • real valued