Cover Image

Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Huang, Pengyan, Li, Na, Xu, Zuo Quan, Zheng, Harry
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
by: Zhang, Panpan, et al.
Published: (2023)

Turnpike properties for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Li, Xun, et al.
Published: (2025)

Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
by: Wu, Fan, et al.
Published: (2024)

Constrained stochastic linear quadratic control under regime switching with controlled jump size
by: Shi, Xiaomin, et al.
Published: (2024)

Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Wu, Fan, et al.
Published: (2024)

Linear-quadratic stochastic nonzero-sum differential games between graphon teams
by: Xu, De-xuan, et al.
Published: (2025)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
by: Ding, Kai, et al.
Published: (2025)

Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
by: Mohapatra, Partha Sarathi, et al.
Published: (2023)

Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
by: Shi, Xiaomin, et al.
Published: (2025)

Two system transformation data-driven algorithms for linear quadratic mean-field games
by: Li, Xun, et al.
Published: (2024)

Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints
by: Gou, Zhun, et al.
Published: (2024)

A non-zero-sum game with reinforcement learning under mean-variance framework
by: Guo, Junyi, et al.
Published: (2025)

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems
by: Li, Na, et al.
Published: (2023)

A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
by: Li, Yichun, et al.
Published: (2024)

Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
by: Tang, Yanyan, et al.
Published: (2026)

Stackelberg games with the third party
by: Jiang, Yiming, et al.
Published: (2024)

Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients
by: Xiong, Jie, et al.
Published: (2025)

Inverse linear-quadratic nonzero-sum differential games
by: Martirosyan, Emin, et al.
Published: (2023)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
by: de Crescenzo, Anna, et al.
Published: (2025)

Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Closed-Loop Stackelberg Strategy for Linear-Quadratic Leader-Follower Game
by: Li, Hongdan, et al.
Published: (2022)

Non-homogeneous stochastic linear-quadratic optimal control problems with multi-dimensional state and regime switching
by: Chen, Yuyang, et al.
Published: (2024)

Numerical approximations of the value of zero-sum stochastic differential impulse controls game in finite horizon
by: Zolome, Antoine, et al.
Published: (2024)

Extragradient methods for mean field games of controls and mean field type FBSDEs
by: Meynard, Charles
Published: (2026)

Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon
by: Liu, Chang, et al.
Published: (2024)

Nonlinear Open-Loop Mean field Stackelberg Stochastic Differential Game
by: Huang, Jianhui, et al.
Published: (2025)

The computation of approximate feedback Stackelberg equilibria in multi-player nonlinear constrained dynamic games
by: Li, Jingqi, et al.
Published: (2024)

Robust mean field control: stochastic maximum principle and variational mean field games
by: Delarue, François, et al.
Published: (2026)

Approximation of N-player stochastic games with singular controls by mean field games
by: Cao, Haoyang, et al.
Published: (2022)

Algorithms for zero-sum stochastic games with the risk-sensitive average criterion
by: Chen, Fang, et al.
Published: (2025)

Extended mean field games with terminal constraint via decoupling fields
by: Hua, Tianjiao, et al.
Published: (2025)

Continuous-time q-learning for Markov regime switching system under Tsallis entropy
by: Zhang, Minghui, et al.
Published: (2026)

Sensitivity analysis for mixed binary quadratic programming
by: Cifuentes, Diego, et al.
Published: (2023)

Determining internal topological structures and running cost of mean field games with partial boundary measurement
by: Ding, Ming-Hui, et al.
Published: (2024)

Some remarks on Linear-quadratic closed-loop games with many players
by: Cirant, Marco, et al.
Published: (2024)

Feedback Stackelberg-Nash equilibria in difference games with quasi-hierarchical interactions and inequality constraints
by: Mohapatra, Partha Sarathi, et al.
Published: (2025)

Linear Quadratic Mean Field Stackelberg Games: Open-loop and Feedback Solutions
by: Wang, Bing-Chang, et al.
Published: (2025)

A mean-field game model of electricity market dynamics
by: Bassière, Alicia, et al.
Published: (2023)

Robust optimal stopping with regime switching
by: Lv, Siyu, et al.
Published: (2024)

Indefinite linear quadratic control of mean-field backwardstochastic differential equation
by: Wang, Wencan, et al.
Published: (2024)