157 citations · 173 across the 13 of their papers we have counts for
13 papers
Linear quadratic mean-field game-team analysis: a mixed coalition approach
Huang Jianhui, Qiu Zhenghong, Wang Shujun +1
Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to t…
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
Jingrui Sun, Zhen Wu, Jie Xiong
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to b…
Linear-Quadratic Mixed Stackelberg-Nash Stochastic Differential Game with Major-Minor Agents
Kehan Si, James Huang, Zhen Wu
We consider a controlled linear-quadratic (LQ) large-population system with mixture of three types agents: major leader, minor leaders and minor followers. The Stackelberg-Nash-Cou…
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
Yuanzhuo Song, Shanjian Tang, Zhen Wu
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both…
Stabilization Control for Linear Continuous-time Mean-field Systems
Qingyuan Qi, Huanshui Zhang
This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions…
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case
Tianyang Nie, Jingtao Shi, Zhen Wu
This paper deals with a nonsmooth version of the connection between the maximum principle and dynamic programming principle, for the stochastic recursive control problem when the c…