55 citations · 100 across the 27 of their papers we have counts for
6 papers · 2 filters
Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics
Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam +1
This article presents the variant of the approach introduced in the recent work of Bensoussan, Wong, Yam and Yuan [13] to the generic first-order mean field game problem. A major c…
Linear Quadratic Extended Mean Field Games and Control Problems
Alain Bensoussan, Bohan Li, Sheung Chi Phillip Yam
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unb…
Mean Field Analysis of Two-Party Governance: Competition versus Cooperation among Leaders
Dantong Chu, Kenneth Tsz Hin Ng, Sheung Chi Phillip Yam +1
This article studies linear-quadratic Stackelberg games between two dominating players (or equivalently, leaders) and a large group of followers, each of whom interacts under a mea…
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using o…
Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations
Alain Bensoussan, Ho Man Tai, Sheung Chi Phillip Yam
In this article, we provide an original systematic global-in-time analysis of mean field type control problems on with generic cost functionals by the modified appro…
A Theory of First Order Mean Field Type Control Problems and their Equations
Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam +1
In this article, by using several new crucial {\it a priori} estimates which are still absent in the literature, we provide a comprehensive resolution of the first order generic me…