vix.ing · top · new · best · stats · spec

Cong, Wenyu

  1. 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
  2. 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)