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  1. Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
    2025/11/11 by Cao, Jingyi, Li, Dongchen, Young, Virginia R. +1 · 1 citation
    #49J40 #49L12 #49N70 #91A23 #91G50 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
  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)
  3. Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
    2024/05/06 by Si, Yu, Shi, Jingtao · 1 citation
    #49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  4. 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
  5. Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
    2023/03/14 by Li, Zixuan, Shi, Jingtao · 1 citation
    #49N70 #91A15 #91A23 #91A65 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  6. A note on mean field games of controls with state constraints: existence of mild solutions
    2021/09/23 by Graber, Jameson, Mayorga, Sergio · 1 citation
    #28B20 #35Q91 #49J15 #49N70 #91A13 #91A23 #FOS: Mathematics #Optimization and Control (math.OC)
  7. Social Optima in Leader-Follower Mean Field Linear Quadratic Control
    2020/07/25 by Jianhui Huang, Huang, Jianhui, Bing‐Chang Wang +3 · 2 citations
    Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #91A12 #91A23 #91A25 #93E03 #93E20 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic processes and financial applications
  8. Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games
    2020/05/24 by Sun, Jingrui · 3 citations
    #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  9. Linear Quadratic Gaussian Mean-Field Controls of Social Optima
    2020/05/14 by Qiu, Zhenghong, Huang, Jianhui, Xie, Tinghan · 1 citation
    #91A12 #91A23 #91A25 #93E03 #93E20 #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
  10. Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
    2018/12/24 by Dianetti, Jodi, Ferrari, Giorgio · 1 citation
    #06B23 #49J45 #60G07 #91A15 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  11. Viability analysis of the first-order mean field games
    2018/04/30 by Averboukh, Yurii · 1 citation
    #46G05 #49J21 #49J52 #49J53 #91A10 #91A23 #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  12. Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints
    2017/10/09 by Hu, Ying, Huang, Jianhui, Nie, Tianyang · 2 citations
    #60H10 #60H30 #91A10 #91A23 #91A25 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  13. Algorithm for Overcoming the Curse of Dimensionality for State-dependent Hamilton-Jacobi equations
    2017/04/08 by Yat Tin Chow, Chow, Yat Tin, Jérôme Darbon +5 · 1 citation
    Computer Science · Mathematics · Physics and Astronomy · #35F21 #46N10 #49N70 #49N90 #90C90 #91A23 #93C95 #Advanced Optimization Algorithms Research #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Polynomial and algebraic computation #Quantum chaos and dynamical systems
  14. Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown L2-Disturbance
    2017/01/01 by Huang, Jianhui, Huang, Minyi · 2 citations
    #91A10 #91A23 #91A25 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  15. Linear Quadratic Stochastic Two-Person Nonzero-Sum Differential Games: Open-Loop and Closed-Loop Nash Equilibria
    2016/07/15 by Sun, Jingrui, Yong, Jiongmin · 1 citation
    #49N10 #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  16. Deterministic limit of mean field games associated with nonlinear Markov processes
    2015/12/24 by Averboukh, Yurii · 1 citation
    #3E20 #49L20 #91A13 #91A23 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  17. Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon
    2014/04/29 by Sun, Jingrui, Yong, Jiongmin, Zhang, Shuguang · 1 citation
    #49N10 #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  18. A Semi-Lagrangian scheme for a degenerate second order Mean Field Game system
    2014/04/23 by Carlini, Elisabetta, Álvarez, Francisco José Silva · 2 citations
    #35F21 #35Q84 #49J15 #65M12 #65M25 #91A13 #91A23 #FOS: Mathematics #Numerical Analysis (math.NA) #Primary #Secondary
  19. Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points
    2014/01/19 by Sun, Jingrui, Yong, Jiongmin · 3 citations
    #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  20. A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem
    2012/12/19 by Carlini, E., Silva, F. J. · 4 citations
    #35F21 #49J15 #65M12 #65M25 #91A13 #91A23 #FOS: Mathematics #Numerical Analysis (math.NA)
  21. A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls
    2012/10/10 by Bayraktar, Erhan, Yao, Song · 1 citation
    #49L20 #49L25 #49N70 #91A23 #91A60 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  22. ε-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
    2012/09/25 by Nourian, Mojtaba, Caines, Peter E. · 2 citations
    #91A10 #91A23 #91A25 #93A14 #93E03 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  23. Mean field games: convergence of a finite difference method
    2012/07/12 by Achdou, Yves, Camilli, Fabio, Dolcetta, Italo Capuzzo · 1 citation
    #49L25 #65M06 #65M12 #9108 #91A23 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA)
  24. Stochastic differential games with asymmetric information
    2007/03/06 by Pierre Cardaliaguet, Cardaliaguet, Pierre, Catherine Rainer +1 · 1 citation
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #49L25 #49N70 #91A23 #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications