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Mean-Field-Type Game Theory with Rosenblatt Noise

math.OC · 2025-05-29 · conditional · novelty 5.0

The paper derives optimal control laws and Nash equilibria for mean-field-type games under Rosenblatt noise, and argues they beat Gaussian approximations.

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  • Mean-Field-Type Game Theory with Rosenblatt Noise math.OC · 2025-05-29 · conditional · none · ref 4

    The paper derives optimal control laws and Nash equilibria for mean-field-type games under Rosenblatt noise, and argues they beat Gaussian approximations.