13 papers
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…
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
Yichun Li, Yaozhong Hu, Jingtao Shi +1
In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We cons…
Robust Incentive Stackelberg Mean Field Stochastic Linear-Quadratic Differential Game with Model Uncertainty
Na Xiang, Jingtao Shi
This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the dri…
Leader-Follower Linear-Quadratic Stochastic Graphon Games
Weijia Chen, Jingtao Shi
This paper investigates leader-follower linear-quadratic stochastic graphon games, which consist of a single leader and a continuum of followers. The state equations of the followe…
Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and Constraint under Partial Information
Na Xiang, Jingtao Shi
This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the in…
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
Yu Si, Yueyang Zheng, Jingtao Shi
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Spe…