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Jiaxuan Ye
Tytuł
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The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game
J Jian, P Lai, Q Song, J Ye
Nonlinear Analysis: Hybrid Systems 52, 101454, 2024
52024
Convergence rate of LQG mean field games with common noise
J Jian, Q Song, J Ye
Mathematical Methods of Operations Research 99 (3), 233-270, 2024
12024
Fund managers’ competition for investment flows based on relative performance
G Wang, J Ye
Journal of Optimization Theory and Applications 198 (2), 605-643, 2023
12023
LQG mean field games with a Markov chain as its common niose
J Jian, P Lai, Q Song, J Ye
arXiv preprint arXiv:2106.04762, 2021
12021
The convergence rate of the equilibrium measure for the lqg mean field game with a common noise
J JIAN, P LAI, Q SONG, J YE
arXiv preprint arXiv:2106.04762, 2021
12021
Stochastic Controls in Competitions and Mean Field Games
J Ye
Worcester Polytechnic Institute, 2022
2022
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