Publications and Preprints


Preprints

  1. Convergence and turnpike properties of linear-quadratic mean field control problems with common noise.
    With Erhan Bayraktar. [arXiv]
  2. Turnpike properties in linear quadratic Gaussian $N$-player differential games.
    With Asaf Cohen. [arXiv]
  3. Ergodicity and turnpike properties of linear-quadratic mean field control problems.
    With Erhan Bayraktar. [arXiv]

Publications

  1. Long-time behaviors of stochastic linear-quadratic optimal control problems.
    With Sixian Jin, Qingshuo Song and Jiongmin Yong.
    Applied Mathematics & Optimization, Vol. 93, Article 46, 40 pages, 2026. [Journal], [arXiv]
  2. On modified Euler schemes for McKean-Valsov stochastic differential equations with super-linear coefficients.
    With Qingshuo Song, Xiaojie Wang, Zhongqiang Zhang, and Yuying Zhao.
    Automatica, Vol. 177 (112284), 15 pages, 2025. [Journal], [arXiv]
  3. Convergence rate of LQG mean field games with common noise.
    With Qingshuo Song and Jiaxuan Ye.
    Mathematical Methods of Operations Research, Vol. 99, No. 3, 233-270, 2024. [Journal], [arXiv]
  4. The convergence rate of the equilibrium measure for the hybrid LQG mean field game.
    With Peiyao Lai, Qingshuo Song, and Jiaxuan Ye.
    Nonlinear Analysis: Hybrid Systems, Vol. 52 (101454), 28 pages, 2024. [Journal], [arXiv]
  5. On the graphon mean field game equations: Individual agent affine dynamics and mean field dependent performance functions.
    With Peter E. Caines, Daniel Ho, Minyi Huang, and Qingshuo Song.
    ESAIM: Control, Optimisation and Calculus of Variations, Vol. 28, Article 24, 24 pages, 2022. [Journal], [arXiv]