4 papers
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…
Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our w…
Density convergence on Markov diffusion chaos via Stein's method
Thanh Dang, Yaozhong Hu
We study the difference between the probability density of a random variable on Markov diffusion chaos and the probability density of a general target distribution . In the…
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
Taiyuan Liu, Yaozhong Hu, Siqing Gan
This paper presents a strong convergence rate analysis of general discretization approximations for McKean-Vlasov SDEs with super-linear growth coefficients over infinite time hori…