4 papers
Long-time behavior and turnpike properties of linear-quadratic graphon mean field control problems
Erhan Bayraktar, Zhongyuan Cao, Jiamin Jian
We investigate the asymptotic behavior and turnpike properties of graphon mean field control (GMFC) problems in the linear-quadratic setting. We consider both a finite-horizon GMFC…
Turnpike properties in linear quadratic Gaussian N-player differential games
Asaf Cohen, Jiamin Jian
We consider the long-time behavior of equilibrium strategies and state trajectories in a linear quadratic -player game with Gaussian initial data. By comparing the finite-horizo…
Uniform-in-time convergence and turnpike properties of linear-quadratic mean field control problems with common noise
Erhan Bayraktar, Jiamin Jian
We investigate uniform-in-time convergence and turnpike properties for linear-quadratic mean field control problems with common noise. Within a unified framework, we analyze a fini…
Ergodicity and turnpike properties of linear-quadratic mean field control problems
Erhan Bayraktar, Jiamin Jian
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the c…