6 citations · 10 across the 3 of their papers we have counts for
3 papers
math.NA2020
Numerical Method for a Class of Algebraic Riccati Equations
Lucky Qiaofeng Li, Xizhi Su
We study an iteration approach to solve the coupled algebraic Riccati equations when they appear in general two player closed-loop type Nash differential games over an infinite tim…
q-fin.PM2020★ 4 cited
Relative wealth concerns with partial information and heterogeneous priors
Chao Deng, Xizhi Su, Chao Zhou
We establish a Nash equilibrium in a market with agents with the performance criteria of relative wealth level when the market return is unobservable. Each investor has a ran…
math.OC2020★ 6 cited
Mean Field Exponential Utility Game: A Probabilistic Approach
Guanxing Fu, Xizhi Su, Chao Zhou
We study an -player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Mo…