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math.OC2026
Mean field and N-agent games for optimal relative consumption-investment with jump risk and common noise
Yiming Jiang, Fuxing Li, Yawei Wei +1
This paper studies an optimal consumption--investment problem for competitive agents in an \(N\)-player game and its associated mean field game. Each agent invests in an individual…
math.OC2025
Mean-Field Game for Gene Expression of Beetles
Yiming Jiang, Yuan Lou, Yawei Wei +2
In this paper, we investigate the probability of the expression of genes that control the size of beetles under competitive relationships. We use the mean field game (MFG) theory i…