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Weak Solutions for First Order Mean Field Games with Local Coupling
10 references·16 citing·31 second hop
Weak Solutions for First Order Mean Field Games with Local Coupling (2015)Weak Solutions for First Order Mean Field…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Long Time Average of Mean Field Games with a Nonlocal Coupling (2013)Long Time Average of Mean Fie…Long time average of mean field games (2012)Long time average of mean fie…Mean field games (2007)Mean field gamesLarge population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Jeux à champ moyen. II – Hori…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Mass Transportation Problems (1998)Mass Transportation ProblemsCours au Collège de France (1995)Cours au Collège de France28. Mixed and Behavior Strategies in Infinite Extensive Games (1964)28. Mixed and Behavior Strate…Inverse problems for mean field games (2023)Inverse problems for mean fie…Mean field games with state constraints: from mild to pointwise solutions of the PDE system (2021)Mean field games with state c…An Introduction to Mean Field Game Theory (2020)An Introduction to Mean Field…ON THE IMPLEMENTATION OF A PRIMAL-DUAL ALGORITHM FOR SECOND ORDER TIME-DEPENDENT MEAN FIELD GAMES WITH LOCAL COUPLINGS (2018)ON THE IMPLEMENTATION OF A PR…Learning in Mean Field Games (2018)Learning in Mean Field GamesVariational Mean Field Games (2017)Variational Mean Field GamesOptimal stopping in mean field games, an obstacle problem approach (2017)Optimal stopping in mean fiel…One-Dimensional Stationary Mean-Field Games with Local Coupling (2017)One-Dimensional Stationary Me…Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (2017)Mean-field forward and backwa…Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource (2016)Linear Quadratic Mean Field T…First Order Mean Field Games with Density Constraints: Pressure Equals Price (2016)First Order Mean Field Games …Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2016)Existence and Uniqueness of S…A Stochastic Maximum Principle for General Mean-Field Systems (2016)A Stochastic Maximum Principl…Time-dependent mean-field games in the superquadratic case (2015)Time-dependent mean-field gam…A variational approach to second order mean field games with density constraints: The stationary case (2015)A variational approach to sec…Time-Dependent Mean-Field Games in the Subquadratic Case (2014)Time-Dependent Mean-Field Gam…16. Acceptable Points in General Cooperative n-Person Games (1959)The Core of a Cooperative Game Without Side Payments (1961)A simple model of imperfect competition, where 4 are few and 6 are many (1973)A Simple Model of Imperfect Competition, where 4 Are Few and 6 Are Many (1988)Games with Incomplete Information (1994)Theory of Games and Economic Behavior (2006)Stochastic controls : Hamiltonian systems and HJB equations (1999)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean Field Games Models—A Brief Survey (2013)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Mean Field Games and systemic risk (2015)Dynamic Noncooperative Game Theory (1982)The Theory of Learning in Games (1998)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)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Discrete time, finite state space mean field games (2009)Proximal Methods for Stationary Mean Field Games with Local Couplings (2018)Mean field games systems of first order (2014)On the existence of classical solutions for stationary extended mean field games (2014)Alternating the Population and Control Neural Networks to Solve High-Dimensional Stochastic Mean-Field Games (2020)Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (2021)Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Ambiguity in portfolio selection (2007)Scenario tree modeling for multistage stochastic programs (2007)
this work references cited by second hop

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
  • 1998Mass Transportation Problems556 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 196428. Mixed and Behavior Strategies in Infinite Extensive Games205 cited
  • 2012Long time average of mean field games145 cited
  • 2013Long Time Average of Mean Field Games with a Nonlocal Coupling142 cited
  • 1995Cours au Collège de France90 cited

Cited by

  • 2017Variational Mean Field Games113 cited
  • 2016First Order Mean Field Games with Density Constraints: Pressure Equals Price91 cited
  • 2014Time-Dependent Mean-Field Games in the Subquadratic Case89 cited
  • 2016A Stochastic Maximum Principle for General Mean-Field Systems77 cited
  • 2015Time-dependent mean-field games in the superquadratic case74 cited
  • 2016

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Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
70 cited
  • 2017Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs69 cited
  • 2020An Introduction to Mean Field Game Theory67 cited
  • 2015A variational approach to second order mean field games with density constraints: The stationary case59 cited
  • 2018Learning in Mean Field Games54 cited
  • 2017Optimal stopping in mean field games, an obstacle problem approach50 cited
  • 2023Inverse problems for mean field games44 cited
  • 2021Mean field games with state constraints: from mild to pointwise solutions of the PDE system42 cited
  • 2018ON THE IMPLEMENTATION OF A PRIMAL-DUAL ALGORITHM FOR SECOND ORDER TIME-DEPENDENT MEAN FIELD GAMES WITH LOCAL COUPLINGS42 cited
  • 2017One-Dimensional Stationary Mean-Field Games with Local Coupling41 cited
  • 2016Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games39 cited