55 citations · 100 across the 27 of their papers we have counts for
3 papers · 1 filter
Oracle, Multiple Robust and Multipurpose Calibration in a Missing Response Problem
Kwun Chuen Gary Chan, Sheung Chi Phillip Yam
In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population…
Linear-Quadratic Mean Field Games
Alain Bensoussan, Joseph Sung, Phillip Yam +1
In this article, we provide a comprehensive study of the linear-quadratic mean field games via the adjoint equation approach; although the problem has been considered in the litera…
Mean Field Games with a Dominating Player
Alain Bensoussan, Michael Chau, Phillip Yam
In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other thro…