A5007823368- Stochastic processes and financial applications
- Mathematical Biology Tumor Growth
- Economic theories and models
- Stochastic processes and statistical mechanics
- Control Systems and Identification
- Mathematical and Theoretical Epidemiology and Ecology Models
- Stability and Controllability of Differential Equations
University of Hong Kong
2017-2019
Imperial College London
2017-2019
Chinese University of Hong Kong
2015
In this paper, we consider an $N$-player interacting strategic game in the presence of a (endogenous) dominating player, who gives direct influence on individual agents, through its impact their control sense Stackelberg game, and then whole community. Each agent is subject to delay effect collecting information, specifically at time, from player. The size his completely known by agent, while others, including plays as hidden random variable coming common fixed distribution. By invoking...
In this article, we consider a linear-quadratic mean field game between leader (dominating player) and group of followers (agents) under the Stackelberg setting as proposed in [A. Bensoussan, M. Chau, S. Yam, Appl. Math. Optim., 74 (2016), pp. 91-128], so that evolution each individual follower is now also subjected to delay effects from both his/her state control variables, well those leader. The overall solved by tackling three subproblems hierarchically. Their resolution corresponds...
We consider mean field games between a dominant leader and many followers, such that each follower is subject to heterogeneous delay effect from the leader's action, who in turn can exercise governance on population through this influence. The effects are assumed be discretely distributed among followers. Given regular enough coefficients, we describe necessary condition for existence of solution equilibrium by system coupled forward-backward stochastic differential equations partial...