activity
20212025
most citedA mean field game approach to equilibrium consumption under external habit formation

1 citations · 1 across the 5 of their papers we have counts for

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5 papers

math.OC2025

Dynamic Data Pricing: A Mean Field Stackelberg Game Approach

Lijun Bo, Dongfang Yang, Shihua Wang

This paper studies the dynamic pricing mechanism for data products in demand-driven markets through a game-theoretic framework. We develop a three-tier Stackelberg game model to ca…

math.OC2025

EV Charging in Smart Grids: Mean Field Equilibrium and Approximate Non-Cooperative and Cooperative Strategies

Lijun Bo, Fengcheng Liu, Shihua Wang

We study the optimal charging strategies for large-scale electric vehicles in smart grids within a finite-horizon mean field game framework. We first establish the existence and un…

math.OC2024

Mean field game problem for the optimal control of neuronal spiking activity

Lijun Bo, Dongfang Yang, Shihua Wang

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking…

q-fin.MF2022★ 1 cited

A mean field game approach to equilibrium consumption under external habit formation

Lijun Bo, Shihua Wang, Xiang Yu

This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit for…

q-fin.MF2021

Mean Field Game of Optimal Relative Investment with Jump Risk

Lijun Bo, Shihua Wang, Xiang Yu

This paper studies the n-player game and the mean field game under the CRRA relative performance on terminal wealth, in which the interaction occurs by peer competition. In the mod…