4 papers
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…
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…
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…