73 citations · 139 across the 27 of their papers we have counts for
27 papers
Convergence Rate of LQG Mean Field Games with Common Noise
Jiamin Jian, Qingshuo Song, Jiaxuan Ye
This paper focuses on exploring the convergence properties of a generic player's trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownia…
From Mean Field Games To Navier-Stokes Equations
Tao Luo, Qingshuo Song
This work establishes the equivalence between Mean Field Game and a class of PDE systems closely related to compressible Navier-Stokes equations. The solvability of the PDE system…
The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game
Jiamin Jian, Peiyao Lai, Qingshuo Song +1
In this work, we study the convergence rate of the -player LQG game with a Markov chain common noise towards its asymptotic Mean Field Game. By postulating a Markovian structure…
On the Graphon Mean Field Game Equations: Individual Agent Affine Dynamics and Mean Field Dependent Performance Functions
Peter E. Caines, Daniel W. C. HO, Minyi Huang +2
This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equation…
Solving A Class of Mean-Field LQG Problems
Yun Li, Qingshuo Song, Fuke Wu +1
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control p…
The density evolution of the killed Mckean-Vlasov process
Peter E. Caines, Daniel Ho, Qingshuo Song
The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the densit…