11 citations · 36 across the 24 of their papers we have counts for
24 papers
Linear quadratic mean-field game-team analysis: a mixed coalition approach
Huang Jianhui, Qiu Zhenghong, Wang Shujun +1
Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to t…
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
Ying Hu, Jianhui Huang, Wenqiang Li
We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y…
A Class of Mean-Field Games with Optimal Stopping and its Inverse Problem
Jianhui Huang, Tinghan Xie
This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are f…
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
Xinwei Feng, Ying Hu, Jianhui Huang
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves co…
Social Optima in Leader-Follower Mean Field Linear Quadratic Control
Jianhui Huang, Bing-Chang Wang, Tinghan Xie
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers.…
Linear Quadratic Gaussian Mean-Field Controls of Social Optima
Zhenghong Qiu, Jianhui Huang, Tinghan Xie
This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {…
Backward Stackelberg Differential Game with Constraints: a Mixed Terminal-Perturbation and Linear-Quadratic Approach
Xinwei Feng, Ying Hu, Jianhui Huang
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is c…
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
Jianhui Huang, Bing-Chang Wang, Jiongmin Yong
This paper examines mean field linear-quadratic-Gaussian (LQG) social optimum control with volatility-uncertain common noise. The diffusion terms in the dynamics of agents contain…
Mixed Social Optima and Nash equilibrium in Linear-Quadratic-Gaussian Mean-field System
Xinwei Feng, Jianhui Huang, Zhenghong Qiu
This paper investigates a class of mixed stochastic linear-quadratic-Gaussian (LQG) social optimization and Nash game in the context of a large scale system. Two types of interacti…
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
Bing-Chang Wang, Jianhui Huang, Ji-Feng Zhang
This paper studies social optimal control of mean field LQG (linear-quadratic-Gaussian) models with uncertainty. Specially, the uncertainty is represented by a uncertain drift whic…
Linear-Quadratic Mixed Stackelberg-Nash Stochastic Differential Game with Major-Minor Agents
Kehan Si, James Huang, Zhen Wu
We consider a controlled linear-quadratic (LQ) large-population system with mixture of three types agents: major leader, minor leaders and minor followers. The Stackelberg-Nash-Cou…
Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints
Ying Hu, Jianhui Huang, Tianyang Nie
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The ind…
Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint
Ying Hu, Jianhui Huang, Xun Li
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the mo…
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown -Disturbance
Jianhui Huang, Minyi Huang
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown func…
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…
A Class of Mean-field LQG Games with Partial Information
Jianhui Huang, Shujun Wang
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides a…
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
Jianhui Huang, Shujun Wang, Zhen Wu
This paper is concerned with a backward-forward stochastic differential equation (BFSDE) system, in which a large number of negligible agents are coupled in their dynamics via stat…
Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations
Jianhui Huang, Shujun Wang, Hua Xiao
This paper studies a new class of dynamic optimization problems of large-population (LP) system which consists of a large number of negligible and coupled agents. The most signific…
Mean Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
Jianhui Huang, Xun Li, Tianxiao Wang
In this paper we discuss a class of mean field linear-quadratic-Gaussian (LQG) games for large population system which has never been addressed by existing literature. The features…
A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time ho…
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The sta…
Necessary Condition for Near Optimal Control of Linear Forward-backward Stochastic Differential Equations
Liangquan Zhang, Jianhui Huang, Xun Li
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the…
Regularity properties for general HJB equations. A BSDE method
Rainer Buckdahn, Jianhui Huang, Juan Li
In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in…
A stochastic maximum principle for backward delayed system via advanced stochastic differential equation (ASDE)
Li Chen, Jianhui Huang
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally wit…