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On the interpretation of the Master Equation
5 references·13 citing·42 second hop
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this work references cited by second hop

References

  • 2007Mean field games2,638 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 1992Stochastic Hamilton–Jacobi–Bellman Equations307 cited
  • 2014The Master equation in mean field theory138 cited
  • 2014The Master Equation for Large Population Equilibriums116 cited

Cited by

  • 2016Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource70 cited
  • 2022McKean–Vlasov optimal control: The dynamic programming principle67 cited
  • 2020From the master equation to mean field game limit theory: Large deviations and concentration of measure57 cited
  • 2019Numerical method for FBSDEs of McKean–Vlasov type47 cited
  • 2020Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions44 cited
  • 2020Mean–field moral hazard for optimal energy demand response management43 cited
  • 2019Quadratic mean field games41 cited
  • 2018Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem36 cited
  • 2021Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space36 cited
  • 2018Control problem on space of random variables and master equation

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31 cited
  • 2019Mean-Field-Type Games with Jump and Regime Switching26 cited
  • 2024Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data25 cited
  • 2019Short time solution to the master equation of a first order mean field game22 cited