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Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology
9 references·0 citing·34 second hop
Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology (2011)Hybrid risk-sensitive mean-field stochast…Risk-Sensitive Mean-Field Stochastic Differential Games (2011)Risk-Sensitive Mean-Field Sto…Oblivious equilibrium for large-scale stochastic games with unbounded costs (2008)Oblivious equilibrium for lar…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…The mathematical theory of minority games : statistical mechanics of interacting agents (2005)The mathematical theory of mi…A Stackelberg Network Game with a Large Number of Followers (2002)A Stackelberg Network Game wi…Dynamic Noncooperative Game Theory, 2nd Edition (1998)Dynamic Noncooperative Game T…Dynamic noncooperative game theory (1997)Dynamic noncooperative game t…Controlled markov processes and viscosity solutions (1994)Controlled markov processes a…Dynamic Noncooperative Game Theory (1982)Competitive routing in multiuser communication networks (1993)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Optimal Nonlinear Pricing for a Monopolistic Network Service Provider with Complete and Incomplete Information (2007)Network Games: Theory, Models, and Dynamics (2011)Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework (2019)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean Field Games Models—A Brief Survey (2013)Probabilistic Analysis of Mean-Field Games (2013)Mean Field Games and Applications (2010)Mean Field Linear Quadratic Games with Set Up Costs (2012)Robust Mean Field Games with Application to Production of an Exhaustible Resource (2012)Robust Mean Field Games (2015)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)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Mean field LQG games with mass behavior responsive to a major player (2012)Mean Field Stochastic Games with Discrete States and Mixed Players (2012)A Mean Field Capital Accumulation Game with HARA Utility (2013)Theory of Games and Economic Behaviour. (1944)Stackelberg Scheduling Strategies (2004)Dynamic Games in the Economics and Management of Pollution (2010)Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Controlled diffusion models for optimal dividend pay-out (1997)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Partial Differential Equations (2010)Stackelberg vs. Nash in Security Games: An Extended Investigation of Interchangeability, Equivalence, and Uniqueness (2011)Stackelberg vs. Nash in Security Games: An Extended Investigation of Interchangeability, Equivalence, and Uniqueness (2011)Mean Field Games and systemic risk (2015)The impacts of interest rates on banks’ loan portfolio risk-taking (2022)
this work references cited by second hop

References

  • 2007Mean field games2,638 cited
  • 1998Dynamic Noncooperative Game Theory, 2nd Edition1,185 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 1994Controlled markov processes and viscosity solutions1,024 cited
  • 1997Dynamic noncooperative game theory908 cited
  • 2002A Stackelberg Network Game with a Large Number of Followers135 cited
  • 2005The mathematical theory of minority games : statistical mechanics of interacting agents68 cited
  • 2011Risk-Sensitive Mean-Field Stochastic Differential Games62 cited
  • 2008Oblivious equilibrium for large-scale stochastic games with unbounded costs40 cited

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