3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.OC2022
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…
math.OC2017★ 3 cited
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…
math.OC2016
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…