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20152026
most citedEquilibrium in Functional Stochastic Games with Mean-Field Interaction

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math.OC2023★ 1 cited

Equilibrium in Functional Stochastic Games with Mean-Field Interaction

Eduardo Abi Jaber, Eyal Neuman, Moritz Voß

We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on control…

math.OC2016

Linear quadratic stochastic control problems with stochastic terminal constraint

Peter Bank, Moritz Voß

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not neces…