1 citations · 2 across the 19 of their papers we have counts for
19 papers
General Leader-Follower Linear-Quadratic Stochastic Graphon Games with Indefinite Control Weights
Weijia Chen, Jingtao Shi
This paper studies general leader-follower linear-quadratic stochastic graphon games with indefinite control weights. The model consists of one leader and a continuum of followers,…
An -Potential Game Approach to -Player Stochastic Linear-Quadratic Differential Games
Chenhui Hao, Jingtao Shi
This paper studies -player stochastic linear-quadratic (LQ) differential games from the perspective of -potential games. We first consider a closed-loop LQ game with multipli…
Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and Constraint under Partial Information
Na Xiang, Jingtao Shi
This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the in…
Leader-Follower Linear-Quadratic Stochastic Graphon Games
Weijia Chen, Jingtao Shi
This paper investigates leader-follower linear-quadratic stochastic graphon games, which consist of a single leader and a continuum of followers. The state equations of the followe…
Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
Wenyu Cong, Jingtao Shi, Bingchang Wang
This paper investigates a linear-quadratic mean field games problem with common noise, where the drift term and diffusion term of individual state equations are coupled with both t…
Robust Incentive Stackelberg Mean Field Stochastic Linear-Quadratic Differential Game with Model Uncertainty
Na Xiang, Jingtao Shi
This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the dri…
General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
Yu Si, Jingtao Shi
This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variabl…
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
Yu Si, Yueyang Zheng, Jingtao Shi
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Spe…
A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
Xinpo Li, Jingtao Shi
This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the lead…
Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
Yu Si, Jingtao Shi
This paper studies a new class of linear-quadratic mean field games and teams problem, where the large-population system satisfies a class of weakly coupled linear backward sto…
Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
Wenyu Cong, Jingtao Shi, Bingchang Wang
This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categoriz…
Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with Constraint
Na Xiang, Jingtao Shi
This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with constraint. Based on control theory, we firstly obtain th…
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
Yichun Li, Yaozhong Hu, Jingtao Shi +1
In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We cons…
Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
Yu Si, Jingtao Shi
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of weakly coupled linear backwa…
Stochastic Linear-Quadratic Stackelberg Differential Game with Asymmetric Informational Uncertainties: Robust Optimization Approach
Na Xiang, Jingtao Shi
This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the…
Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
Yu Si, Jingtao Shi
This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large n…
Direct Approach of Indefinite Linear-Quadratic Mean Field Games
Wenyu Cong, Jingtao Shi
This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both t…
An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
Yu Si, Jingtao Shi
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms…
Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
Wenyu Cong, Jingtao Shi
This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of fo…