5 citations · 5 across the 3 of their papers we have counts for
4 papers
Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems
Jun Moon
This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ prob…
Backward Reachability Approach to State-Constrained Stochastic Optimal Control Problems for Jump Diffusion Systems
Jun Moon
In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinu…
Zero-Sum Differential Games on the Wasserstein Space
Jun Moon, Tamer Basar
We consider two-player zero-sum differential games (ZSDGs), where the state process (dynamical system) depends on the random initial condition and the state process's distribution,…
Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
Jun Moon, Hyun Jong Yang
In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information struc…