SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Mean Field Games and Systemic Risk · Study

PreprintShelves

PreprintMean Field Games and Systemic Risk

Rene A. Carmona2013

OA

Preprintgreen2013

Mean Field Games and Systemic Risk

Rene A. Carmona · Jean‐Pierre Fouque · Li‐Hsien Sun

45 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Banking stability, regulation, efficiency Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 45 citations exist upstream.

References

2007Mean field games 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle 1998Dynamic Noncooperative Game Theory, 2nd Edition 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria 2010Mean Field Games and Applications 2013Probabilistic Analysis of Mean-Field Games 2013Handbook on Systemic Risk 2012Control of McKean–Vlasov dynamics versus mean field games

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2020Indefinite Linear Quadratic Mean Field Social Control Problems With Multiplicative Noisearticle · 8 shared references 2015Mean Field Games and systemic riskarticle · 7 shared references 2015A general characterization of the mean field limit for stochastic differential gamesarticle · 7 shared references 2017Mean Field Gameschapter · 7 shared references 2016Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resourcearticle · 7 shared references 2017Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbancearticle · 7 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.2307814

openalex_workW2013403206

Links

Imported from OpenAlex (CC0) — nothing here is generated.