Cover Image

Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cong, Wenyu, Shi, Jingtao, Wang, Bingchang
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 93E20, 60H10, 49K45, 49N70, 91A23
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
by: Cong, Wenyu, et al.
Published: (2025)

Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
by: Cong, Wenyu, et al.
Published: (2024)

Direct Approach of Indefinite Linear-Quadratic Mean Field Games
by: Cong, Wenyu, et al.
Published: (2024)

Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
by: Si, Yu, et al.
Published: (2025)

Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
by: Si, Yu, et al.
Published: (2024)

Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
by: Si, Yu, et al.
Published: (2025)

General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
by: Si, Yu, et al.
Published: (2025)

An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
by: Si, Yu, et al.
Published: (2024)

Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
by: Si, Yu, et al.
Published: (2024)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)

Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)

Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)

Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
by: Ye, Yuxin, et al.
Published: (2025)

Suboptimal open-loop solution of a Stackelberg linear-quadratic differential game with cheap control of a follower: analytical/numerical study
by: Glizer, Valery Y., et al.
Published: (2025)

A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
by: Li, Xinpo, et al.
Published: (2025)

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach
by: Lü, Qi, et al.
Published: (2026)

Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)

Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
by: Sun, Jingrui, et al.
Published: (2024)

A Zero-Sum Differential Game with Exit Time
by: Kolpakova, Ekaterina
Published: (2024)

A Differential Game with Symmetric Incomplete Information on Probabilistic Initial Condition and with Signal Revelation
by: Wu, Xiaochi
Published: (2025)

On the Value of Linear Quadratic Zero-sum Difference Games with Multiplicative Randomness: Existence and Achievability
by: Cai, Songfu, et al.
Published: (2023)

Indefinite Linear-Quadratic Partially Observed Mean-Field Game
by: Chen, Tian, et al.
Published: (2025)

Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and $H_\infty$ Constraint under Partial Information
by: Xiang, Na, et al.
Published: (2026)

Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)

A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
by: Wang, Bin, et al.
Published: (2024)

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
by: Spille, Johan Benedikt, et al.
Published: (2025)

Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
by: Cao, Jingyi, et al.
Published: (2025)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)

A Machine Learning Method for Stackelberg Mean Field Games
by: Dayanikli, Gokce, et al.
Published: (2023)

Upper and Lower Bounds for a Class of Constrained Linear Time-Varying Games
by: Liu, Vincent, et al.
Published: (2025)

Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
by: Sun, Jingrui, et al.
Published: (2024)

Convergence for linear quadratic potential mean field games
by: Cecchin, Alekos, et al.
Published: (2026)

Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
by: Pradhan, Somnath, et al.
Published: (2023)

On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation
by: Buterin, Sergey
Published: (2023)

Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)

MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
by: Zhang, Qiyue, et al.
Published: (2025)

Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications
by: Dong, Huanqing, et al.
Published: (2025)

Turnpike properties in linear quadratic Gaussian N-player differential games
by: Cohen, Asaf, et al.
Published: (2025)

Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
by: Mei, Hongwei, et al.
Published: (2025)