4 papers
Monotone Equilibrium, Admissibility and Perfection
Wei He, Yeneng Sun, Hanping Xu
This paper studies monotone equilibrium, admissibility, and perfection in Bayesian games. Athey (2001), McAdams (2003), and Reny (2011) prove existence of pure-strategy monotone eq…
Quadratic BSDEs with double constraints driven by G-Brownian motion
Wei He, Qiangjun Tang
In this paper, we investigate the well-posedness of quadratic backward stochastic differential equations driven by G-Brownian motion (referred to as G-BSDEs) with double mean refle…
Maximum principle for discrete-time robust stochastic optimal control problem
Wei He
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "…
Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
Wei He, Hanwu Li
In this paper, we study the backward stochastic differential equations driven by G-Brownian motion with double mean reflections, which means that the constraints are made on the la…