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Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters
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this work references cited by second hop

References

  • 1982Dynamic Noncooperative Game Theory4,057 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 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
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2004Vaccination and the theory of games849 cited
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 2008Markov Perfect Industry Dynamics With Many Firms291 cited

Cited by

  • 2018An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game110 cited
  • 2017Social Optima in Mean Field Linear-Quadratic-Gaussian Models with Markov Jump Parameters87 cited
  • 2019Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach72 cited
  • 2015Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon66 cited
  • 2020Mean field linear–quadratic control: Uniform stabilization and social optimality

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59 cited
  • 2018Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints57 cited
  • 2017Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance56 cited
  • 2018On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games55 cited
  • 2014Hierarchical Mean Field Games for Multiagent Systems With Tracking-Type Costs: Distributed $\varepsilon $-Stackelberg Equilibria52 cited
  • 2019Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching40 cited
  • 2020Indefinite Linear Quadratic Mean Field Social Control Problems With Multiplicative Noise38 cited
  • 2017Linear quadratic mean field game with control input constraint36 cited
  • 2019On laws of large numbers for systems with mean-field interactions and Markovian switching35 cited
  • 2021A General Stochastic Maximum Principle for Mean-Field Controls with Regime Switching34 cited
  • 2015Robust mean field games for coupled Markov jump linear systems33 cited
  • 2019A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems32 cited