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Mean Field Games and Nonlinear Markov Processes
16 references·7 citing·37 second hop
Mean Field Games and Nonlinear Markov Processes (2011)Mean Field Games and Nonlinear Markov Pro…Explicit solutions of some linear-quadratic mean field games (2012)Explicit solutions of some li…Discrete Time, Finite State Space Mean Field Games (2011)Discrete Time, Finite State S…Mean Field Games: Numerical Methods (2010)Mean Field Games: Numerical M…Mean Field Games and Applications (2010)Mean Field Games and Applicat…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS (2010)COMPUTATION OF MEAN FIELD EQU…A Maximum Principle for SDEs of Mean-Field Type (2010)A Maximum Principle for SDEs …Mean-field backward stochastic differential equations: A limit approach (2009)Mean-field backward stochasti…A class of mean field interaction models for computer and communication systems (2008)A class of mean field interac…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…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Deterministic Approximation of Stochastic Evolution in Games (2003)Deterministic Approximation o…Collusive behavior in noncooperative epsilon-equilibria of oligopolies with long but finite lives (1980)Collusive behavior in noncoop…Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Reexamination of the perfectn…A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION (2020)A MEAN FIELD GAME ANALYSIS OF…Size expansions of mean field approximation: Transient and steady-state analysis (2018)Size expansions of mean field…$N$-player games and mean-field games with absorption (2018)$N$-player games and mean-fie…A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type (2015)A Characterization of Sub-gam…On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players (2013)On the Rate of Convergence fo…Turnpike Theorems for Markov Games (2012)Turnpike Theorems for Markov …Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions) (2012)Nonlinear Markov Games on a F…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)Equilibrium points in n -person games (1950)The Bargaining Problem (1950)Mean Field Games Models—A Brief Survey (2013)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 (1995)The Theory of Learning in Games (1998)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1988)Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Linear-Quadratic Mean Field Games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)An experimental analysis of ultimatum bargaining (1982)Perfect Equilibrium in a Bargaining Model (1982)Non-cooperative games (1989)Economic Origins of Dictatorship and Democracy (2005)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Equilibrium in supergames with the overtaking criterion (1979)Optimal Multiperiod Contracts and the Gain from Enduring Relationships under Private Information (1982)A Supergame-Theoretic Model of Business Cycles and Price Wars During Booms (1984)The Timing of Sales (1984)Researches into the Mathematical Principles of the Theory of Wealth (2020)Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Mean Field Games: Numerical Methods for the Planning Problem (2012)Stochastic controls : Hamiltonian systems and HJB equations (1999)A General Stochastic Maximum Principle for SDEs of Mean-field Type (2011)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)
this work references cited by second hop

References

  • 1975Reexamination of the perfectness concept for equilibrium points in extensive games3,342 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2007Mean field games2,638 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2010Mean Field Games and Applications589 cited
  • 1980Collusive behavior in noncooperative epsilon-equilibria of oligopolies with long but finite lives370 cited
  • 2010A Maximum Principle for SDEs of Mean-Field Type330 cited
  • 2010Mean Field Games: Numerical Methods328 cited
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 2009Mean-field backward stochastic differential equations: A limit approach324 cited
  • 2008A class of mean field interaction models for computer and communication systems308 cited
  • 2003Deterministic Approximation of Stochastic Evolution in Games302 cited
  • 2012Explicit solutions of some linear-quadratic mean field games163 cited
  • 2010

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COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
149 cited
  • 2011Discrete Time, Finite State Space Mean Field Games117 cited
  • Cited by

    • 2012Turnpike Theorems for Markov Games56 cited
    • 2018$N$-player games and mean-field games with absorption51 cited
    • 2012Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions)47 cited
    • 2013On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players46 cited
    • 2020A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION33 cited
    • 2015A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type32 cited
    • 2018Size expansions of mean field approximation: Transient and steady-state analysis27 cited