2 papers
math.OC2026
Value existence for zero-sum ergodic stochastic differential games
Juan Li, Wenqiang Li, Yanwei Li +1
In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We fir…
math.OC2024
Mean field games of major-minor agents with recursive functionals
Jianhui Huang, Wenqiang Li, Harry Zheng
This paper investigates a novel class of mean field games involving a major agent and numerous minor agents, where the agents' functionals are recursive with nonlinear backward sto…