2 citations · 2 across the 6 of their papers we have counts for
4 papers · 1 filter
Quantitative comparison of closed- and open-loop linear-quadratic -player differential games
Asaf Cohen, Jiamin Jian
We compare closed-loop and open-loop Nash equilibria in a finite-horizon stochastic linear-quadratic -player game with decoupled state dynamics and interaction through the state…
Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
Jiamin Jian, Sixian Jin, Qingshuo Song +1
This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the…
The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game
Jiamin Jian, Peiyao Lai, Qingshuo Song +1
In this work, we study the convergence rate of the -player LQG game with a Markov chain common noise towards its asymptotic Mean Field Game. By postulating a Markovian structure…
On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions
Peter E. Caines, Daniel W. C. HO, Minyi Huang +2
This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equation…