3 papers
math.OC2026
Closed-loop -Potential Stochastic Differential Games via a BSDE Approach
Xun Li, Liangquan Zhang
In this paper, we study the closed-loop -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 -Potential Stochastic Differential Games
Xin Guo, Xun Li, Liangquan Zhang
In this paper, we examine a class of -potential stochastic differential games with random coefficients via the backward stochastic differential equations (BSDEs) approach. Speci…
math.OC2023
Dynamic Programming for Indefinite Stochastic McKean-Vlasov LQ Control Problem under Input Constraints
Xun Li, Liangquan Zhang
In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the…