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