1 citations · 1 across the 11 of their papers we have counts for
18 papers
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…