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math.OC2021
Linear quadratic mean field games: Decentralized -Nash equilibria
Minyi Huang, Xuwei Yang
This paper studies an asymptotic solvability problem for linear quadratic (LQ) mean field games with controlled diffusions and indefinite weights for the state and control in the c…
math.OC2021★ 1 cited
Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics
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, and benefits from the improveme…