2 papers
math.OC2025
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…
math.OC2024
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…