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20102015
most citedMean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players

3 citations · 3 across the 3 of their papers we have counts for

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math.PR2010

Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System

Huaibin Tang, Zhen Wu

Stemmed from the derivation of the optimal control to a stochastic linear-quadratic control problem with Markov jumps, we study one kind of backward stochastic differential equatio…