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math.OC2016★ 3 cited
Linear Quadratic Mean Field Game with Control Input Constraint
Ying Hu, Huang Jianhui, Xun Li
In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset of full space $\mathb…
math.OC2010★ 3 cited
Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps
Rainer Buckdahn, Ying Hu, Juan Li
In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the…