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N -Player Stochastic Differential Games
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N -Player Stochastic Differential Games (1976)N -Player Stochastic Differential GamesThe Existence of Value in Stochastic Differential Games (1976)The Existence of Value in Sto…Informational properties of the Nash solutions of two stochastic nonzero-sum games (1974)Informational properties of t…Dynamic Programming Conditions for Partially Observable Stochastic Systems (1973)Dynamic Programming Condition…Stochastic differential games (1972)Stochastic differential gamesOn the Solutions of a Stochastic Control System (1971)On the Solutions of a Stochas…Existence of Optimal Stochastic Control Laws (1971)Existence of Optimal Stochast…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Team Decision Problems (1962)Economic Comparability of Information Systems (1968)Economic Comparability of Information Systems (1968) (1974)Market Information and Firm Performance (2000)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean Field Games (2017)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)On the optimal control of stochastic systems with an exponential-of-integral performance index (1981)A stochastic differential reinsurance game (2010)Non-zero-sum stochastic differential reinsurance and investment games with default risk (2017)Diffusion processes with continuous coefficients, I (1969)Nonlinear variational inequalities and differential games with stopping times (1974)Stochastic Differential Equations (1974)Stochastic Differential Equations (2006)Noncooperative Differential Games (2011)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1982)Evolution and the Theory of Games (1988)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Mean Field Games Models—A Brief Survey (2013)On Square Integrable Martingales (1967)Martingales on Jump Processes. I: Representation Results (1975)Optimal Control of Jump Processes (1977)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)Multiple Wiener Integral (1951)Compactification methods in the control of degenerate diffusions: existence of an optimal control (1987)Backward Stochastic Differential Equations in Finance (1997)Martingales on Jump Processes. II: Applications (1975)
this work references cited by second hop

References

  • 1971Existence of Optimal Stochastic Control Laws246 cited
  • 1973Dynamic Programming Conditions for Partially Observable Stochastic Systems225 cited
  • 1974Informational properties of the Nash solutions of two stochastic nonzero-sum games138 cited
  • 1972Stochastic differential games119 cited
  • 1971On the Solutions of a Stochastic Control System98 cited
  • 1976The Existence of Value in Stochastic Differential Games85 cited

Cited by

  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited

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