Publications and Preprints

Preprints

1. Turnpike properties in linear quadratic Gaussian $N$-player differential games.
   With Asaf Cohen. [arXiv]
2. Ergodicity and turnpike properties of linear-quadratic mean field control problems.
   With Erhan Bayraktar. [arXiv]
3. Long-time behaviors of stochastic linear-quadratic optimal control problems.
   With Sixian Jin, Qingshuo Song and Jiongmin Yong. [arXiv]

Publications

1. 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]
2. 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]
3. 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, 28 pages, 2024. [Journal], [arXiv]
4. 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]