Y. Tai

most citedErgodicity for the

G I / G /1

-type Markov Chain

6 citations · 6 across the 2 of their papers we have counts for

collaborators

2 papers

math.OC2014

A maximum principle for Markov-modulated SDEs of mean-field type and mean-field game

Yongming Tai

In this paper, we analyze mean-field game modulated by finite states markov chains. We first develop a sufficient stochastic maximum principle for the optimal control of a Markov-m…

math.PR2012★ 6 cited

Ergodicity for the $G I / G /1$ -type Markov Chain

YongHua Mao, Yongming Tai, Yiqiang Q. Zhao +1

Ergodicity is a fundamental issue for a stochastic process. In this paper, we refine results on ergodicity for a general type of Markov chain to a specific type or the $G I / G /1$ -typ…

A maximum principle for Markov-modulated SDEs of mean-field type and mean-field game

Ergodicity for the GI/G/1-type Markov Chain

Ergodicity for the $G I / G /1$ -type Markov Chain