Julian Barreiro-gomez1, Boualem Djehiche2, Tyrone E. Duncan3, Bozenna Pasik-duncan3, Hamidou Tembine4
10:20 - 10:40 | Wed 11 Dec | Méditerranée B12 | WeA09.2
This work examines the solvability of fractional conditional mean-field-type games. The evolution of the state is described by a time-fractional stochastic dynamics driven by jump-diffusion-regime switching Gauss-Volterra processes which include fractional Brownian motion and multi-fractional Brownian motion. The cost functional is non-quadratic and includes a fractional-integral of an higher order polynomial. We provide semi-explicitly the equilibrium strategies in state-and-conditional mean-field-type feedback form for all decision-makers.