Showing math.OCShow all
2 papers · 1 filter
math.OC2022
Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data
Min Li, Chenchen Mou, Zhen Wu +1
In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding -player games. The theory of mean field game of…
math.OC2022
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
Min Li, Tianyang Nie, Zhen Wu
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of…