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math.OC2023
Linear-quadratic extended mean field games with common noises
Tianjiao Hua, Peng Luo
In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean f…
math.PR2023
Well-posedness for a class of mean field type FBSDEs and classical solutions of related master equations
Tianjiao Hua, Peng Luo
In this paper, we study a class of mean field type FBSDEs. We propose a class of motonotinity conditions, under which we show the uniformly Lipschitz continuity of the decoupling f…