316 citations · 607 across the 14 of their papers we have counts for
Showing 2014 · math.OCShow all
2 papers · 2 filters
math.OC2014★ 5 cited
A Class of Mean-field LQG Games with Partial Information
Jianhui Huang, Shujun Wang
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides a…
math.OC2014★ 3 cited
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
Jianhui Huang, Shujun Wang, Zhen Wu
This paper is concerned with a backward-forward stochastic differential equation (BFSDE) system, in which a large number of negligible agents are coupled in their dynamics via stat…