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20162026
most citedMean Field Exponential Utility Game: A Probabilistic Approach

6 citations · 12 across the 11 of their papers we have counts for

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2 papers · 1 filter

math.OC2016

Mean Field Games with Singular Controls

Guanxing Fu, Ulrich Horst

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a parti…

math.AP2016

Maximum Principle for Quasi-linear Reflected Backward SPDEs

Guanxing Fu, Ulrich Horst, Jinniao Qiu

This paper establishes a maximum principle for quasi-linear reflected backward stochastic partial differential equations (RBSPDEs for short). We prove the existence and uniqueness…