2 papers
math.OC2026
Mean-Field Games Under Model Uncertainty
Zongxia Liang, Zhou Zhou, Yaqi Zhuang +1
We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its…
math.OC2024
Constrained portfolio game with heterogeneous agents
Zongxia Liang, Keyu Zhang, Yaqi Zhuang
We investigate stochastic utility maximization games under relative performance concerns in both finite-agent and infinite-agent (graphon) settings. An incomplete market model is c…