Xun Li

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math.OC2026

Closed-loop $α$ -Potential Stochastic Differential Games via a BSDE Approach

Xun Li, Liangquan Zhang

In this paper, we study the closed-loop $α$ -potential stochastic differential game (SDG) problem as a continuation of our prior research on open-loop control (see \cite{GLZ2025}).…

math.OC2025

BSDE Approach for $α$ -Potential Stochastic Differential Games

Xin Guo, Xun Li, Liangquan Zhang

In this paper, we examine a class of $α$ -potential stochastic differential games with random coefficients via the backward stochastic differential equations (BSDEs) approach. Speci…

Closed-loop α-Potential Stochastic Differential Games via a BSDE Approach

BSDE Approach for α-Potential Stochastic Differential Games

Closed-loop $α$ -Potential Stochastic Differential Games via a BSDE Approach

BSDE Approach for $α$ -Potential Stochastic Differential Games