151 citations · 155 across the 7 of their papers we have counts for
Showing 2024Show all
3 papers · 1 filter
math.OC2024★ 1 cited
Controlled Occupied Processes and Viscosity Solutions
H. Mete Soner, Valentin Tissot-Daguette, Jianfeng Zhang
We consider the optimal control of occupied processes which record all positions of the state process. Dynamic programming yields nonlinear equations on the space of positive measu…
cs.GT2024
Instability and Efficiency of Non-cooperative Games
Jianfeng Zhang
It is well known that a non-cooperative game may have multiple equilibria. In this paper we consider the efficiency of games, measured by the ratio between the aggregate payoff ove…
math.OC2024★ 3 cited
Viscosity Solutions for HJB Equations on the Process Space
Jianjun Zhou, Nizar Touzi, Jianfeng Zhang
In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic…