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math.OC2026
An Iterative Computational Framework for Infinite-Horizon Mean-Field Linear-Quadratic Zero-Sum Stochastic Differential Games
Yiyuan Wang
This work develops an iterative computational framework to obtain saddle-point solutions for infinite-horizon two-person mean-field linear-quadratic zero-sum stochastic differentia…
math.OC2026
Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
Yiyuan Wang
In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach of…
math.OC2025
A Nested Iterative Algorithm for Zero-Sum Linear-Quadratic Stochastic Differential Games in an Infinite Horizon
Yiyuan Wang
This paper proposes a new algorithm to compute closed-loop saddle points for infinite-horizon zero-sum linear-quadratic stochastic differential games via structural decoupling. Spe…