1 citations · 1 across the 7 of their papers we have counts for
4 papers · 1 filter
Master Equations for Mean Field Game of Controls: A Unification of Weak Solution Notions
Mengzhen Li, Xintian Liu, Chenchen Mou +1
In this manuscript, we study the master equation for mean field game of controls, assuming only that the data are Lipschitz continuous in the measure variable. Accordingly, we prop…
Robust mean field control: an application to optimal execution under composite uncertainty
Huafu Liao, Shuhui Liu, Chenchen Mou +1
We provide a framework for robust mean field control problems that describe multi-dimensional optimal liquidation problems under uncertainty from both the underlying stochastic pro…
Local well-posedness of general mean field game master equations
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov for…
The global well-posedness for master equations of mean field games of controls
Shuhui Liu, Xintian Liu, Chenchen Mou +1
In this manuscript, we establish the global well-posedness for master equations of mean field games of controls, where the interaction is through the joint law of the state and con…