4 papers
Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
Wenyu Cong, Jingtao Shi, Bingchang Wang
This paper investigates a linear-quadratic mean field games problem with common noise, where the drift term and diffusion term of individual state equations are coupled with both t…
Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
Wenyu Cong, Jingtao Shi, Bingchang Wang
This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categoriz…
Direct Approach of Indefinite Linear-Quadratic Mean Field Games
Wenyu Cong, Jingtao Shi
This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both t…
Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
Wenyu Cong, Jingtao Shi
This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of fo…