4 papers
Regularity of the Value Function in Discounted Infinite-Time Mean Field Games
Yongsheng Song, Zeyu Yang
In [17], we introduced the discounted infinite-time mean field games. Subsequently, in [18], we studied the connection between infinite-time mean field FBSDEs and elliptic master e…
Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
Yongsheng Song, Zeyu Yang
This paper presents a further investigation of the properties of infinite-time mean field forward-backward stochastic differential equations (FBSDEs) and the associated elliptic ma…
On Discounted Infinite-Time Mean Field Games
Yongsheng Song, Zeyu Yang
In this paper, we study the infinite-time mean field games with discounting, establishing an equilibrium where individual optimal strategies collectively regenerate the mean-field…
Invariant Sublinear Expectations
Yongsheng Song
We first give a decomposition for a -invariant sublinear expectation , and show that each component $\mathbb{E}^{(d)}=\sup_{P\inΘ^{(d)}}\mat…