3 citations · 3 across the 3 of their papers we have counts for
6 papers · 1 filter
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 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…