2 papers
math.OC2025
Nonlinear Open-Loop Mean field Stackelberg Stochastic Differential Game
Jianhui Huang, Qi Huang
This paper studies a nonlinear open-loop mean field Stackelberg stochastic differential game by using the probabilistic method through the FBSDE system and the idea of taking contr…
math.OC2022
Mixed Leadership Stochastic Differential Game in Feedback Information Pattern with Applications
Qi Huang, Jingtao Shi
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into t…