3 papers
math.OC2026
Robust Incentive Stackelberg Mean Field Stochastic Linear-Quadratic Differential Game with Model Uncertainty
Na Xiang, Jingtao Shi
This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the dri…
math.OC2026
Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and Constraint under Partial Information
Na Xiang, Jingtao Shi
This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the in…
math.OC2024
Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with Constraint
Na Xiang, Jingtao Shi
This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with constraint. Based on control theory, we firstly obtain th…