4 papers
Social Optima of Linear Forward-Backward Stochastic System
Guangchen Wang, Shujun Wang, Jie Xiong
A linear quadratic (LQ) stochastic optimization system involving large population, which is driven by forward-backward stochastic differential equation (FBSDE), is investigated in…
Linear-Quadratic Delayed Mean-Field Social Optimization
Tianyang Nie, Shujun Wang, Zhen Wu
A linear quadratic (LQ) stochastic optimization problem with delay involving weakly-coupled large population is investigated in this paper. Different to classic mean field (MF) gam…
A Unified Relation Analysis of Linear-quadratic Mean-field Game, Team and Control
Huang Jianhui, Qiu Zhenghong, Wang Shujun +1
This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-fi…
A Class of Linear-Quadratic-Gaussian (LQG) Mean-Field Game (MFG) of Stochastic Delay Systems
Na Li, Shujun Wang
This paper investigates the linear-quadratic-Gaussian (LQG) mean-field game (MFG) for a class of stochastic delay systems. We consider a large population system in which the dynami…