2 papers
math.OC2024
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs
Hongwei Mei, Son Luu Nguyen, George Yin
This work is devoted to finding the closed-loop equilibria for a class of mean-field games (MFGs) with infinitely many symmetric players in a common switching environment when the…
math.OC2023
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
Hongwei Mei, Qingmeng Wei, Jiongmin Yong
Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing…