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A reference case for mean field games models
6 references·16 citing·33 second hop
A reference case for mean field games models (2009)A reference case for mean field games mod…Mean field games (2007)Mean field gamesJeux 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…An Exploration of the Eductive Justifications of the Rational-Expectations Hypothesis (1992)An Exploration of the Eductiv…Herd Behavior and Investment (1988)Herd Behavior and InvestmentMarkets with a Continuum of Traders (1964)Markets with a Continuum of T…An Introduction to Mean Field Game Theory (2020)An Introduction to Mean Field…Quadratic mean field games (2019)Quadratic mean field gamesOn non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (2018)On non-uniqueness and uniquen…Optimal 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…Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (2016)Wellposedness of Mean Field G…Stationary focusing mean-field games (2016)Stationary focusing mean-fiel…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…Time-Dependent Mean-Field Games with Logarithmic Nonlinearities (2015)Time-Dependent Mean-Field Gam…Time-dependent mean-field games in the superquadratic case (2015)Time-dependent mean-field gam…Time-Dependent Mean-Field Games in the Subquadratic Case (2014)Time-Dependent Mean-Field Gam…Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphs (2014)Existence and Uniqueness Resu…Finite Difference Methods for Mean Field Games (2013)Finite Difference Methods for…New numerical methods for mean field games with quadratic costs (2012)New numerical methods for mea…MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH (2012)MEAN FIELD GAMES EQUATIONS WI…Some Recent Aspects of Differential Game Theory (2010)Some Recent Aspects of Differ…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity (2022)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)Dynamic Noncooperative Game Theory (1982)Controlled Markov Processes and Viscosity Solutions (2005)A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type (2015)Mayer control problem with probabilistic uncertainty on initial positions (2017)Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems (2018)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Extended Deterministic Mean-Field Games (2016)Two Numerical Approaches to Stationary Mean-Field Games (2016)Theory of Value (1959)Indivisible labor, lotteries and equilibrium (1988)Existence of an equilibrium for a competitive economy (2008)Rational Expectations and the Theory of Price Movements (1961)Asset Prices in an Exchange Economy (1978)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Rational behavior and economic theory (1996)Monetary Policy, Indeterminacy and Learning (2003)Approaches to the Economics of Discrimination (2025)Mean Field Games and Applications (2010)Probabilistic Analysis of Mean-Field Games (2013)Mean Field Games Models—A Brief Survey (2013)Mean field games models of segregation (2017)
this work references cited by second hop

References

  • 1988Herd Behavior and Investment2,815 cited
  • 2007Mean field games2,638 cited
  • 1964Markets with a Continuum of Traders1,209 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 1992An Exploration of the Eductive Justifications of the Rational-Expectations Hypothesis205 cited

Cited by

  • 2010Some Recent Aspects of Differential Game Theory94 cited
  • 2014Time-Dependent Mean-Field Games in the Subquadratic Case89 cited
  • 2016Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition82 cited
  • 2012MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH76 cited
  • 2015Time-dependent mean-field games in the superquadratic case74 cited
  • 2014Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphs72 cited
  • 2016Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource70 cited
  • 2020An Introduction to Mean Field Game Theory67 cited
  • 2016Stationary focusing mean-field games

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60 cited
  • 2013Finite Difference Methods for Mean Field Games60 cited
  • 2015Time-Dependent Mean-Field Games with Logarithmic Nonlinearities55 cited
  • 2018On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games55 cited
  • 2017Optimal stopping in mean field games, an obstacle problem approach50 cited
  • 2012New numerical methods for mean field games with quadratic costs42 cited
  • 2017One-Dimensional Stationary Mean-Field Games with Local Coupling41 cited
  • 2019Quadratic mean field games41 cited