3 papers
math.OC2025
Leader-Follower Mean Field LQG Games with Multiplicative Noise
Bing-Chang Wang, Huanshui Zhang, Ji-Feng Zhang
This paper studies open-loop and feedback solutions to leader-follower mean field linear-quadratic-Gaussian games with multiplicative noise by the direct approach. The leader-follo…
math.OC2025
Open-Loop and Closed-Loop Strategies for Linear Quadratic Mean Field Games: The Direct Approach
Yong Liang, Bing-Chang Wang, Huanshui Zhang
This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct app…
math.OC2025
Linear Quadratic Mean Field Stackelberg Games: Open-loop and Feedback Solutions
Bing-Chang Wang, Juanjuan Xu, Huanshui Zhang +1
This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strateg…