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20112022
most citedEquilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint

11 citations · 36 across the 24 of their papers we have counts for

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Showing 2013Show all

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math.OC2013

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…

math.PR2013

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…