135 citations · 159 across the 15 of their papers we have counts for
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math.OC2019
A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems
Yuan-Hua Ni, Binbin Si, Xinzhen Zhang
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fi…
math.OC2019★ 4 cited
Mean Field Games for Multi-agent Systems with Multiplicative Noises
Bing-Chang Wang, Yuan-Hua Ni, Huanshui Zhang
This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentr…