3 citations · 5 across the 5 of their papers we have counts for
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math.OC2024
Linear-Quadratic Mean-Field Game for Stochastic Systems with Partial Observation
Min Li, Na Li, Zhen Wu
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observ…
math.OC2023
A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls
Tian Chen, Kai Du, Zongyuan Huang +1
In this paper, we study an optimal control problem of a mean-field forward-backward stochastic system with random jumps in progressive structure, where both regular and singular co…
math.OC2014★ 3 cited
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
Jianhui Huang, Shujun Wang, Zhen Wu
This paper is concerned with a backward-forward stochastic differential equation (BFSDE) system, in which a large number of negligible agents are coupled in their dynamics via stat…