2 papers
math.OC2025
Continuous-time mean field games: a primal-dual characterization
Xin Guo, Anran Hu, Jiacheng Zhang +1
This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (…
math.PR2024
Ito's formula for flows of conditional measures on semimartingales
Xin Guo, Jiacheng Zhang
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtratio…