Saved in:
| Main Authors: | Guo, Xin, Li, Xun, Zhang, Liangquan |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.13256 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
by: Wang, Mingrui, et al.
Published: (2025)
by: Wang, Mingrui, et al.
Published: (2025)
Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach
by: Zhang, Liangquan
Published: (2023)
by: Zhang, Liangquan
Published: (2023)
A notion of BSDE on the Wasserstein space and its applications to control problems and PDEs
by: Djete, Mao Fabrice
Published: (2025)
by: Djete, Mao Fabrice
Published: (2025)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)
by: Amini, Hamed, et al.
Published: (2023)
Optimal Doubling Thresholds in Backgammon-like Stochastic Games
by: Ju, Haoru, et al.
Published: (2024)
by: Ju, Haoru, et al.
Published: (2024)
Infinite Anticipation Backward Stochastic Differential Equations
by: Cheng, Guanwei, et al.
Published: (2025)
by: Cheng, Guanwei, et al.
Published: (2025)
European Options in Market Models with Multiple Defaults: the BSDE approach
by: Grigorova, Miryana, et al.
Published: (2026)
by: Grigorova, Miryana, et al.
Published: (2026)
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)
by: Bartl, Daniel, et al.
Published: (2025)
A Probabilistic Approach to Discounted Infinite Horizon and Invariant Mean Field Games
by: Carmona, René, et al.
Published: (2024)
by: Carmona, René, et al.
Published: (2024)
Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
by: Guatteri, Giuseppina, et al.
Published: (2025)
by: Guatteri, Giuseppina, et al.
Published: (2025)
Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
by: Stannat, Wilhelm, et al.
Published: (2021)
by: Stannat, Wilhelm, et al.
Published: (2021)
Learning Distributed Equilibria in Linear-Quadratic Stochastic Differential Games: An $α$-Potential Approach
by: Plank, Philipp, et al.
Published: (2026)
by: Plank, Philipp, et al.
Published: (2026)
On reachability of Markov decision processes: a novel state-classification-based PI approach
by: Li, Yanyun, et al.
Published: (2023)
by: Li, Yanyun, et al.
Published: (2023)
Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
by: Eslami, Mostafa, et al.
Published: (2024)
by: Eslami, Mostafa, et al.
Published: (2024)
Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
by: Tang, Yanyan, et al.
Published: (2026)
by: Tang, Yanyan, et al.
Published: (2026)
Nonstationary nonzero-sum Markov games under a probability criterion
by: Guo, Xin, et al.
Published: (2025)
by: Guo, Xin, et al.
Published: (2025)
Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
by: Huynh, Phuoc-Toan, et al.
Published: (2026)
by: Huynh, Phuoc-Toan, et al.
Published: (2026)
Continuous-time mean field games: a primal-dual characterization
by: Guo, Xin, et al.
Published: (2025)
by: Guo, Xin, et al.
Published: (2025)
Long Range Games
by: Albertini, Francesca, et al.
Published: (2024)
by: Albertini, Francesca, et al.
Published: (2024)
A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
by: Liu, Jiusheng, et al.
Published: (2026)
by: Liu, Jiusheng, et al.
Published: (2026)
Mean Field Games with Reflected Dynamics
by: Jarni, Imane, et al.
Published: (2025)
by: Jarni, Imane, et al.
Published: (2025)
Optimal Harvesting of a Stochastic Logistic Model Driven by One-Sided Tempered Stable Process
by: Deng, Wenmin, et al.
Published: (2026)
by: Deng, Wenmin, et al.
Published: (2026)
On Discounted Infinite-Time Mean Field Games
by: Song, Yongsheng, et al.
Published: (2025)
by: Song, Yongsheng, et al.
Published: (2025)
A Geometric Framework for Stochastic Iterations
by: Combettes, Patrick L., et al.
Published: (2025)
by: Combettes, Patrick L., et al.
Published: (2025)
A Mean Field Game for Capacity Expansion Modeling
by: Hubert, Emma, et al.
Published: (2025)
by: Hubert, Emma, et al.
Published: (2025)
Finite State Mean Field Games with Common Shocks
by: Neumann, Berenice Anne, et al.
Published: (2024)
by: Neumann, Berenice Anne, et al.
Published: (2024)
Towards An Analytical Framework for Dynamic Potential Games
by: Guo, Xin, et al.
Published: (2023)
by: Guo, Xin, et al.
Published: (2023)
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by: Agarwal, A., et al.
Published: (2024)
by: Agarwal, A., et al.
Published: (2024)
Pasting of Equilibria and Donsker-type Results for Mean Field Games
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
The Mean-Field Limit of Online Stochastic Vector Balancing
by: Fiedler, Christian, et al.
Published: (2026)
by: Fiedler, Christian, et al.
Published: (2026)
Stochastic optimal control of Lévy tax processes with bailouts
by: Ghanim, Dalal Al, et al.
Published: (2024)
by: Ghanim, Dalal Al, et al.
Published: (2024)
Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
by: Hambly, Ben, et al.
Published: (2024)
by: Hambly, Ben, et al.
Published: (2024)
Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
by: Sauldubois, Nathan, et al.
Published: (2026)
by: Sauldubois, Nathan, et al.
Published: (2026)
Reciprocal Specific Relative Entropy between Continuous Martingales
by: Backhoff, Julio, et al.
Published: (2026)
by: Backhoff, Julio, et al.
Published: (2026)
Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs
by: Agram, Nacira, et al.
Published: (2025)
by: Agram, Nacira, et al.
Published: (2025)
Second Order Fully Nonlinear Mean Field Games with Degenerate Diffusions
by: Bensoussan, Alain, et al.
Published: (2025)
by: Bensoussan, Alain, et al.
Published: (2025)
Mean Field Game of Controls with State Reflections: Existence and Limit Theory
by: Bo, Lijun, et al.
Published: (2025)
by: Bo, Lijun, et al.
Published: (2025)
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024)
by: Cohen, Asaf, et al.
Published: (2024)
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)
by: Liang, Dunxiang, et al.
Published: (2026)
Similar Items
-
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
by: Wang, Mingrui, et al.
Published: (2025) -
Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach
by: Zhang, Liangquan
Published: (2023) -
A notion of BSDE on the Wasserstein space and its applications to control problems and PDEs
by: Djete, Mao Fabrice
Published: (2025) -
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
by: Ackermann, Julia, et al.
Published: (2025) -
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)