2 papers
math.OC2025
Indefinite Linear-Quadratic Partially Observed Mean-Field Game
Tian Chen, Tianyang Nie, Zhen Wu
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our mo…
math.OC2024
Stochastic Singular Linear Systems and Related Linear-Quadratic Optimal Control Problems under Finite and Infinite Horizons
Mengzhen Li, Tianyang Nie, Zhen Wu
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular…