70 citations · 143 across the 5 of their papers we have counts for
5 papers
Inspection games in a mean field setting
Vassili Kolokoltsov, Wei Yang
In this paper, we present a new development of inspection games in a mean field setting. In our dynamic version of an inspection game, there is one inspector and a large number N i…
Inspection and crime prevention: an evolutionary perspective
Vassili Kolokoltsov, Hemant Passi, Wei Yang
In this paper, we analyse inspection games with an evolutionary perspective. In our evolutionary inspection game with a large population, each individual is not a rational payoff m…
Sensitivity analysis for HJB equations with an application to coupled backward-forward systems
Vassili Kolokoltsov, Wei Yang
In this paper, we analyse Lipschitz continuous dependence of the solution to Hamilton-Jacobi-Bellman equations on a functional parameter. This sensitivity analysis not only has the…
The turnpike theorems for Markov games
Vassili Kolokoltsov, Wei Yang
This paper has a two-folded purpose. First, we attempt to outline the development of the turnpike theorems in the the last several decades. Second, we study turnpike theorems in fi…
Mean Field Games and Nonlinear Markov Processes
Vassili N. Kolokoltsov, Jiajie Li, Wei Yang
In this paper, we investigate the mean field games with classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents…