Research

All authors contribute equally and are sorted in alphabetical order.

Preprints

[8] Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization. (with Erhan Bayraktar, Zhenhua Wang, and Xiang Yu)

Submitted, 2026. [ArXiv]

[7] Policy Iteration Achieves Regularized Equilibrium under Time Inconsistency. (with Yu-Jui Huang and Xiang Yu)

Submitted, 2026. [ArXiv]

[6] Mean Field Game with Reflected Jump Diffusion Dynamics: A Linear Programming Approach. (with Zongxia Liang and Xiang Yu)

Submitted, 2025. [ArXiv]

[5] Equilibrium stochastic control with implicitly defined objective functions. (with Zongxia Liang and Jianming Xia)

Major revision with SCIENTIA SINICA Mathematica, 2023. [ArXiv]

Journal Publications

[4] Major-Minor mean field game of stopping: an entropy regularization approach. (with Xiang Yu, Jiacheng Zhang, and Zhou Zhou) SIAM Journal on Control and Optimization, forthcoming, 2026. [ArXiv]

[3] On time-inconsistent extended mean-field control problems with common noise. (with Zongxia Liang and Xiang Yu) Mathematics of Operations Research, online first, 2026 [ArXiv]

[2] A mean field game approach to relative investment-consumption games with habit formation. (with Zongxia Liang) Mathematics and Financial Economics, 18: 577-622, 2024. [ArXiv]

[1] Time-inconsistent mean field and n-agent games under relative performance criteria. (with Zongxia Liang) SIAM Journal on Financial Mathematics, 15(4): 1047-1082, 2024. [ArXiv]