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Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
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Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems (2015)Mean-Field Linear-Quadratic-Gaussian (LQG…Mean Field Games and systemic risk (2015)Mean Field Games and systemic…Linear-Quadratic Mean Field Games (2015)Linear-Quadratic Mean Field G…Risk-Sensitive Mean-Field Games (2013)Risk-Sensitive Mean-Field Gam…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters (2012)Mean Field Games for Large-Po…Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players (2012)Linear-Quadratic-Gaussian Mix…Explicit solutions of some linear-quadratic mean field games (2012)Explicit solutions of some li…A mean-field stochastic maximum principle via Malliavin calculus (2012)A mean-field stochastic maxim…A General Stochastic Maximum Principle for SDEs of Mean-field Type (2011)A General Stochastic Maximum …Mean Field Games and Applications (2010)Mean Field Games and Applicat…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…Mean field games (2007)Mean field gamesLarge-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Large-Population Cost-Coupled…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Backward stochastic Volterra integral equations and some related problems (2006)Backward stochastic Volterra …The law of large numbers with a continuum of IID random variables (1985)The law of large numbers with…Equilibrium points in n -person games (1950)The Bargaining Problem (1950)Mean Field Games Models—A Brief Survey (2013)Theory of games and economic behavior (2019)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Adapted solution of a backward stochastic differential equation (1990)Continuous Martingales and Brownian Motion (1999)Discrete time mean-field stochastic linear-quadratic optimal control problems (2013)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Stochastic controls : Hamiltonian systems and HJB equations (1999)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1988)Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)The Master Equation and the Convergence Problem in Mean Field Games (2019)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Dynamic Noncooperative Game Theory, 2nd Edition (1998)The Master equation in mean field theory (2014)Mean field games with common noise (2016)Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (2017)A probabilistic weak formulation of mean field games and applications (2015)Mean field game of controls and an application to trade crowding (2017)Contractual Arrangements for Intertemporal Trade (1987)Optimal Capital Income Taxation with Incomplete Markets, Borrowing Constraints, and Constant Discounting (1995)Equality of opportunity and luck: Definitions and testable conditions, with an application to income in France (2009)
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References

  • 2007Mean field games2,638 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2010Mean Field Games and Applications589 cited
  • 1985The law of large numbers with a continuum of IID random variables494 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
  • 2015Mean Field Games and systemic risk244 cited
  • 2015Linear-Quadratic Mean Field Games233 cited
  • 2013Risk-Sensitive Mean-Field Games179 cited
  • 2012Explicit solutions of some linear-quadratic mean field games163 cited
  • 2012A mean-field stochastic maximum principle via Malliavin calculus155 cited
  • 2012Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters125 cited
  • 2006Backward stochastic Volterra integral equations and some related problems

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125 cited
  • 2012Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players112 cited
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