3 papers
math.OC2025
Heterogeneous Mean Field Games and Local Well-posedness
Bixing Qiao
Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulatio…
math.OC2025
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
Bixing Qiao, Jianfeng Zhang
This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of…
math.OC2024
Set Values of Dynamic Nonzero Sum Games and Set Valued Hamiltonians
Bixing Qiao, Jianfeng Zhang
It is well known that the (unique) value of a stochastic control problem or a two person zero sum game under Isaacs condition can be characterized through a PDE driven by the Hamil…