4 papers
Convex order preservation for graphon mean-field systems
Daorong Cui, Shuoqing Deng, Yang Xiang
In this paper, we study the convex order preservation for the graphon mean-field systems on R^d. First, we establish the uniform-in-time Euler approximations for the graphon mean-f…
Graphon Mean Field Game of mutual holding
Daorong Cui, Shuoqing Deng, Yang Xiang
This paper studies the mean field game of mutual holding proposed by Djete and Touzi(AAP, 2024), and consider the case where the interactions among agents are described by a grapho…
Stability of supermartingale optimal transport problems
Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas
We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on . For probability measures satisfying $μ\leq_{…
On time-consistent equilibrium stopping under aggregation of diverse discount rates
Shuoqing Deng, Xiang Yu, Jiacheng Zhang
This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation…