1 citations · 1 across the 4 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
math.OC2025
Optimal Matching Strategies in Two-sided Markets: A Mean Field Approach
Erhan Bayraktar, Dantong Chu, Bohan Li +1
This paper develops a mean field game framework for dynamic two-sided matching markets, extending existing matching theory by integrating micro-macro dynamics in two-sided environm…
math.OC2024
A Control Theoretical Approach to Mean Field Games and Associated Master Equations
Alain Bensoussan, Ho Man Tai, Tak Kwong Wong +1
We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivit…
math.OC2023
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
Hang Cheung, Ho Man Tai, Jinniao Qiu
This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving com…