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math.OC2023
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…
math.OC2023
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…