6 papers
A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this paper, we study a class of degenerate mean field games (MFGs) with state-distribution dependent and unbounded functional diffusion coefficients. With a probabilistic method…
A Variational Approach to Mean Field Type Control
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
Variational methods have been used to study stochastic control for long, see Bensoussan (1982) and Bensoussan-Lions (1978) for the early works. More precisely, variational approach…
On Convergence Rates of General -Player Stackelberg Games to their Mean Field Limits
Alain Bensoussan, Ziyu Huang, Sheng Wang +1
In this article, we establish precise convergence rates of a general class of -Player Stackelberg games to their mean field limits, which allows the response time delay of infor…
Mean Field Type Control Problems Driven by Jump-diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We all…
Second Order Fully Nonlinear Mean Field Games with Degenerate Diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distr…
On Mean Field Monotonicity Conditions from Control Theoretical Perspective
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, from the viewpoint of control theory, we discuss the relationships among the commonly used monotonicity conditions that ensure the well-posedness of the solutions…