2 citations · 2 across the 6 of their papers we have counts for
6 papers
On Convergence Rates of General -Player Stackelberg Games to their Mean Field Limits
Alain Bensoussan, Ziyu Huang, Sheng Wang +1
In this article, we establish precise convergence rates of a general class of -Player Stackelberg games to their mean field limits, which allows the response time delay of infor…
Second Order Fully Nonlinear Mean Field Games with Degenerate Diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distr…
On Mean Field Monotonicity Conditions from Control Theoretical Perspective
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, from the viewpoint of control theory, we discuss the relationships among the commonly used monotonicity conditions that ensure the well-posedness of the solutions…
Inexact and Implementable Accelerated Newton Proximal Extragradient Method for Convex Optimization
Ziyu Huang, Bo Jiang, Yuntian Jiang
In this paper, we investigate the convergence behavior of the Accelerated Newton Proximal Extragradient (A-NPE) method when employing inexact Hessian information. The exact A-NPE m…
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
We study the well-posedness of a system of forward-backward stochastic differential equations (FBSDEs) corresponding to a degenerate mean field type control problem, when the diffu…
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using o…