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Risk-sensitive mean-field-type games with Lp -norm drifts
16 references·4 citing·37 second hop
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References

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  • 2007Mean field games2,638 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
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  • 2003BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations186 cited
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  • 2011Stochastic maximum principle in the mean-field controls149 cited
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  • 2007Nonlinear SDEs driven by Lévy processes and related PDEs83 cited
  • 1992Anonymous sequential games with aggregate uncertainty83 cited

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  • 2013The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem69 cited
  • Cited by

    • 2017Mean-field-type games45 cited
    • 2020Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games33 cited
    • 2015Uncertainty quantification in mean-field-type teams and games28 cited
    • 2019Mean-Field-Type Games with Jump and Regime Switching26 cited