6 papers
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
Yu Si, Yueyang Zheng, Jingtao Shi
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Spe…
General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
Yu Si, Jingtao Shi
This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variabl…
A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
Bin Wang, Yu Si, Jingtao Shi
This paper is concerned with a general maximum principle for the fully coupled forward-backward stochastic optimal control problem with jumps, where the control domain is not neces…
Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
Yu Si, Jingtao Shi
This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large n…
Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
Yu Si, Jingtao Shi
This paper studies a new class of linear-quadratic mean field games and teams problem, where the large-population system satisfies a class of weakly coupled linear backward sto…
Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
Yu Si, Jingtao Shi
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of weakly coupled linear backwa…