3 citations · 5 across the 7 of their papers we have counts for
9 papers
Connection between MP and DPP for Mean-Field Stochastic Optimal Control Problems
Guangzhi Cui, Tianyang Nie, Guangchen Wang
This paper deals with the optimal control problem for the general mean-field stochastic differential equations, in which the coefficients depend on both the state process as well a…
Indefinite Linear-Quadratic Partially Observed Mean-Field Game
Tian Chen, Tianyang Nie, Zhen Wu
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our mo…
Stochastic Singular Linear Systems and Related Linear-Quadratic Optimal Control Problems under Finite and Infinite Horizons
Mengzhen Li, Tianyang Nie, Zhen Wu
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular…
Incomplete Information Linear-Quadratic Mean-Field Games and Related Riccati Equations
Min Li, Tianyang Nie, Shunjun Wang +1
We study a class of linear-quadratic mean-field games with incomplete information. For each agent, the state is given by a linear forward stochastic differential equation with comm…
Linear-Quadratic Delayed Mean-Field Social Optimization
Tianyang Nie, Shujun Wang, Zhen Wu
A linear quadratic (LQ) stochastic optimization problem with delay involving weakly-coupled large population is investigated in this paper. Different to classic mean field (MF) gam…
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
Min Li, Tianyang Nie, Zhen Wu
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of…
Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints
Ying Hu, Jianhui Huang, Tianyang Nie
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The ind…
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case
Tianyang Nie, Jingtao Shi, Zhen Wu
This paper deals with a nonsmooth version of the connection between the maximum principle and dynamic programming principle, for the stochastic recursive control problem when the c…
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case
Tianyang Nie, Jingtao Shi, Zhen Wu
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily conv…