arXiv subjects

Huang Jianhui

Publications and source records attributed to Huang Jianhui.

3 recordsLinked to original sources

arXiv2023

Linear quadratic mean-field game-team analysis: a mixed coalition approach

Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to the so-called mean-field game (MG) or mean-field team (MT). This paper introduces a new class of LS systems with cooperative inner layer and competitive outer layer, so a ``mixed" mean-field analysis is proposed for distributed game-team strategy. A novel asymptotic mixed-equilibrium-optima is also proposed and verified.

math.OC↗

arXiv2022

A Unified Relation Analysis of Linear-quadratic Mean-field Game, Team and Control

This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are completely analyzed in a general stochastic linear-quadratic setting with controlled-diffusion in state dynamics and indefinite weight in cost functional. More importantly, interrelations among MG, MT and MC are systematically discussed; some relevant interesting findings are reported that may be applied to a structural analysis of general LP decisions.

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arXiv2016

Linear Quadratic Mean Field Game with Control Input Constraint

In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset $Γ$ of full space $\mathbb{R}^m$. The decentralized strategies and consistency condition are represented by a class of mean-field forward-backward stochastic differential equation (MF-FBSDE) with projection operators on $Γ$. The wellposedness of consistency condition system is obtained using the monotonicity condition method. The related $ε$-Nash equilibrium property is also verified.

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