135 citations · 241 across the 29 of their papers we have counts for
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math.OC2016★ 3 cited
Linear Quadratic Mean Field Game with Control Input Constraint
Ying Hu, Huang Jianhui, Xun Li
In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset of full space $\mathb…
math.OC2016★ 2 cited
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Xun Li, Jingrui Sun, Jie Xiong
This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficien…
math.OC2016★ 4 cited
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
Xun Li, Jingrui Sun, Jiongmin Yong
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the…