Stackelberg Mean-Field-Type Games
摘要
This chapter deals with bi-level hierarchical mean-field-type game problems. The decision-makers act in a sequential order with informational asymmetry. The state dynamics are driven by jump-diffusion-regime switching and Gauss-Volterra processes, which include fractional Brownian motion and multi-fractional Brownian motion. Throughout the entire chapter, we restrict the strategies of the decision-makers to the class of linear-state-and-mean-field feedback strategy set.