4 citations · 6 across the 11 of their papers we have counts for
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math.OC2022★ 1 cited
Optimization frameworks and sensitivity analysis of Stackelberg mean-field games
Xin Guo, Anran Hu, Jiacheng Zhang
This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable…
math.OC2022
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
Thibaut Mastrolia, Jiacheng Zhang
We investigate the existence of an optimal policy to monitor a mean field systems of agents managing a risky project under moral hazard with accidents modeled by Lévy processes mag…