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On efficiency in mean field differential games
9 references·1 citing·34 second hop
On efficiency in mean field differential games (2013)On efficiency in mean field differential …Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Social Optima in Mean Field L…Prices of Anarchy, Information, and Cooperation in Differential Games (2010)Prices of Anarchy, Informatio…Mean Field Games: Numerical Methods (2010)Mean Field Games: Numerical M…Mean Field Games and Applications (2010)Mean Field Games and Applicat…COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS (2010)COMPUTATION OF MEAN FIELD EQU…A reference case for mean field games models (2009)A reference case for mean fie…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…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Mean Field Games Models—A Brief Survey (2013)Mean Field Games Models—A Bri…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (2007)The Bargaining Problem (1950)PORTFOLIO SELECTION* (1952)Probabilistic Analysis of Mean-Field Games (2013)Theory of games and economic behavior (2019)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Dynamic Noncooperative Game Theory (1982)Differential Games in Economics and Management Science (2000)A survey on networking games in telecommunications (2004)On the (In)efficiency of MFG Equilibria (2019)Price of anarchy for Mean Field Games (2019)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)The Economy as an Evolving Complex System II (2018)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games with common noise (2016)Mean field game of controls and an application to trade crowding (2017)The Master Equation and the Convergence Problem in Mean Field Games (2019)Markets with a Continuum of Traders (1964)Herd Behavior and Investment (1988)Jeux à champ moyen. I – Le cas stationnaire (2006)On a mean field game approach modeling congestion and aversion in pedestrian crowds (2011)Numerical solution of stochastic differential equations (2016)Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Decentralized Convergence to Nash Equilibria in Constrained Deterministic Mean Field Control (2015)Linear-Quadratic Mean Field Games (2015)Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)
this work references cited by second hop

References

  • 2007Mean field games2,785 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2010Mean Field Games and Applications591 cited
  • 2010Mean Field Games: Numerical Methods359 cited
  • 2012Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies246 cited
  • 2010COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS149 cited
  • 2009A reference case for mean field games models93 cited
  • 2010Prices of Anarchy, Information, and Cooperation in Differential Games53 cited

Cited by

  • 2013Mean Field Games Models—A Brief Survey354 cited

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