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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…
math.OC2018
Fully coupled mean-field FBSDEs with jumps and related optimal control problems
Wenqiang Li, Hui Min
This paper study a type of fully coupled mean-field forward-backward stochastic differential equations with jumps under the monotonicity condition, including the existence and the…
math.OC2015
Zero-sum and nonzero-sum differential games without Isaacs condition
Juan Li, Wenqiang Li
In this paper we study the zero-sum and nonzero-sum differential games with not assuming Isaacs condition. Along with the partition of the time interval , we choose the…