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math.OC2024
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
Asaf Cohen, Chuhao Sun
In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its mean field game equivalent. We dem…
math.OC2021
Optimal ergodic harvesting under ambiguity
Asaf Cohen, Alexandru Hening, Chuhao Sun
We consider an ergodic harvesting problem with model ambiguity that arises from biology. To account for the ambiguity, the problem is constructed as a stochastic game with two play…