2 papers
math.OC2021
Linear quadratic mean field games: Decentralized -Nash equilibria
Minyi Huang, Xuwei Yang
This paper studies an asymptotic solvability problem for linear quadratic (LQ) mean field games with controlled diffusions and indefinite weights for the state and control in the c…
math.OC2020
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
Minyi Huang, Xuwei Yang
This paper studies asymptotic solvability of a linear quadratic (LQ) mean field social optimization problem with controlled diffusions and indefinite state and control weights. Sta…