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My research focuses on various aspects of applied mathematics, including stochastic control, mean field games, game theory, and agent-principal problems. The majority of my works study financial models with multiple agents using control theory.
Publications and Working Papers
Mutual Funds' Competition for Investment Flows based on Relative Performance
(with Gu Wang), Journal of Optimization Theory and Applications 198.2 (2023): 605-643.
The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game
(with Jiamin Jian, Qingshuo Song, and Peiyao Lai), Nonlinear Analysis: Hybrid Systems 52 (2024): 101454.
Convergence rate of LQG mean field games with common noise
(with Jiamin Jian, and Qingshuo Song), Mathematical Methods of Operations Research 99.3 (2024): 233-270.
Optimal Tax Rate
(with Stephan Sturm), working paper
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