Cong, Wenyu
- Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
2024/01/29 by Wenyu Cong, Jingtao Shi, Cong, Wenyu +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
2024/12/17 by Cong, Wenyu, Shi, Jingtao, Wang, Bingchang · 2 citations
#49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)