73 citations · 139 across the 27 of their papers we have counts for
5 papers · 1 filter
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…
On Singular Control Problems with State Constraints and Regime-Switching: A Viscosity Solution Approach
Qingshuo Song, Chao Zhu
This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximi…
On Optimal Harvesting Problems in Random Environments
Qingshuo Song, Richard Stockbridge, Chao Zhu
This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as…
Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games
Q. S. Song, G. Yin
This work establishes sufficient conditions for existence of saddle points in discrete Markov games. The result reveals the relation between dynamic games and static games using dy…