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Mean Field Games with a Dominating Player
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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
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 1992Stochastic Hamilton–Jacobi–Bellman Equations307 cited
  • 2015Linear-Quadratic Mean Field Games233 cited
  • 2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1203 cited
  • 2009Anticipated backward stochastic differential equations192 cited
  • 2013$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents188 cited
  • 2008The Origin of Financial Crises: Central Banks, Credit Bubbles, and the Efficient Market Fallacy166 cited
  • 2012Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players

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112 cited

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  • 2017Social optima in economies with heterogeneous agents84 cited
  • 2020An Introduction to Mean Field Game Theory67 cited
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  • 2018Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints57 cited
  • 2017Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays50 cited
  • 2018Mean-field games with a major player41 cited
  • 2020Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions36 cited
  • 2017An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts35 cited
  • 2022Mean Field Models to Regulate Carbon Emissions in Electricity Production35 cited
  • 2019Linear quadratic mean field games with a major player: The multi-scale approach34 cited
  • 2022Splitting methods and short time existence for the master equations in mean field games31 cited
  • 2016Optimal Monetary Policy with Heterogeneous Agents (Updated September 2019)29 cited
  • 2019A Mean Field Competition27 cited
  • 2020Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems27 cited
  • 2019Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise25 cited
  • 2019Mean Field Games with Partial Observation24 cited