2 papers
math.OC2026
An -Potential Game Approach to -Player Stochastic Linear-Quadratic Differential Games
Chenhui Hao, Jingtao Shi
This paper studies -player stochastic linear-quadratic (LQ) differential games from the perspective of -potential games. We first consider a closed-loop LQ game with multipli…
math.OC2025
The Optimal Control Problem of Fully Coupled FBSDEs Driven by Sub-diffusion with Applications
Chenhui Hao, Jingtao Shi, Shuaiqi Zhang
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov proc…