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math.OC2021
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
Xinwei Feng, Ying Hu, Jianhui Huang
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves co…
math.OC2020
Backward Stackelberg Differential Game with Constraints: a Mixed Terminal-Perturbation and Linear-Quadratic Approach
Xinwei Feng, Ying Hu, Jianhui Huang
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is c…
math.OC2020
Continuity of the Value Function for Deterministic Optimal Impulse Control with Terminal State Constraint
Yue Zhou, Xinwei Feng, Jiongmin Yong
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to the appearance of the terminal state constraint, the value function might be disc…