Author

Xun Li

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Preprint Sep 2026

Closed-loop $\alpha$-Potential Stochastic Differential Games via a BSDE Approach

In this paper, we study the closed-loop $\alpha $-potential stochastic differential game (SDG) problem as a continuation of our prior research on open-loop control (see \cite{GLZ2025}). By utilizing the backward stochastic differential equation (BSDE) approach, we derive a precise estimate for the parameter $\alpha $....

Xun Li, Liang-Quan Zhang · 1 citation