most citedMean Field Stochastic Games with Binary Action Spaces and Monotone Costs

11 citations · 13 across the 3 of their papers we have counts for

collaborators

3 papers

math.OC2017★ 11 cited

Mean Field Stochastic Games with Binary Action Spaces and Monotone Costs

Minyi Huang, Yan Ma

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can…

math.OC2017

Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown -Disturbance

Jianhui Huang, Minyi Huang

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown func…

math.OC2014★ 2 cited

A characterization of sub-game perfect Nash equilibria for SDEs of mean field type

Boualem Djehiche, Minyi Huang

We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect…