Author

Asaf Cohen

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Preprint Sep 2026

Quantitative comparison of closed- and open-loop linear-quadratic $N$-player differential games

We compare closed-loop and open-loop Nash equilibria in a finite-horizon stochastic linear-quadratic $N$-player game with decoupled state dynamics and interaction through the state costs. We introduce a block-diagonal reference game and a nearby perturbed game, and study each under both information structures. The clos...

Asaf Cohen, Jia-Min Jian · 1 citation

Preprint Jul 2026

A Principal-Agent Mean-Field Game Model of Insurance with Risk Interdependence

We study an insurance contract-design problem under moral hazard, endogenous participation, and strategic risk interdependence. Because the resulting $N$-agent game suffers from the curse of dimensionality, we approximate the strategic interactions via a heterogeneous mean-field game. We rigorously establish the existe...

Asaf Cohen, Ruolan He, Ming-Yan Liu · 0 citations