Author

Zhenhua Wang

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Preprint Sep 2026

Kyle meets time-inconsistency: a dynamic mean--variance informed trading problem

We study a Kyle--Back model in which the informed trader has dynamic mean--variance preferences, leading to a time-inconsistent trading problem that is formulated as an intrapersonal game. The model combines two equilibrium requirements: a trading--pricing equilibrium between the informed trader and the market maker, a...

Shuo-Qing Deng, Zhi-Chao Luo, Zhen-Hua Wang · 0 citations

Preprint Aug 2026

Time-Inconsistent MDPs with Entropy Regularization: Equilibrium Existence and Policy Iteration

Combining the policy-iteration error with a quantitative soft-max approximation bound, it is shown that the iterated policies constitute weighted $\varepsilon$-equilibria for the original unregularized problem and derive an explicit regret estimate.

Fengyu Cao, Zhen-Hua Wang · 0 citations

Preprint Aug 2026

Existence of Relaxed Equilibrium for Time-Inconsistent Mean Field Games: A Set-Valued Fixed Point Approach

This paper studies the existence of relaxed equilibria for finite-horizon continuous-time time-inconsistent mean field games. We work directly on the product space of relaxed feedback policies and population flows. The policy component is endowed with the stable topology of Young measures, while the population componen...

Zhen-Hua Wang, Zhou Zhou · 0 citations