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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.OC2019
MFGs for partially reversible investment
Haoyang Cao, Xin Guo
This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for t…
math.OC2018
Stochastic Games for Fuel Followers Problem: N vs MFG
Xin Guo, Renyuan Xu
In this paper we formulate and analyze an -player stochastic game of the classical fuel follower problem and its Mean Field Game (MFG) counterpart. For the -player game, we o…