3 papers
math.OC2026
Existence of Relaxed Equilibrium for Time-Inconsistent Mean Field Games: A Set-Valued Fixed Point Approach
Zhenhua Wang, Zhou Zhou
This paper studies the existence of relaxed equilibria for finite-horizon continuous-time time-inconsistent mean field games. We work directly on the product space of relaxed feedb…
math.OC2026
Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
Zhenhua Wang, Xiang Yu, Jingjie Zhang +1
This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic contr…
math.OC2025
Major-Minor Mean Field Game of Stopping: An Entropy Regularization Approach
Xiang Yu, Jiacheng Zhang, Keyu Zhang +1
This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equ…