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On the system of partial differential equations arising in mean field type control
12 references·6 citing·25 second hop
On the system of partial differential equations arising in mean field type control (2015)On the system of partial differential equ…On the Planning Problem for the Mean Field Games System (2013)On the Planning Problem for t…Mean Field Games: Convergence of a Finite Difference Method (2013)Mean Field Games: Convergence…Mean Field Games Models—A Brief Survey (2013)Mean Field Games Models—A Bri…Mean Field Games and Mean Field Type Control Theory (2013)Mean Field Games and Mean Fie…Mean field forward-backward stochastic differential equations (2013)Mean field forward-backward s…Finite Difference Methods for Mean Field Games (2013)Finite Difference Methods for…Long time average of mean field games (2012)Long time average of mean fie…Control of McKean–Vlasov dynamics versus mean field games (2012)Control of McKean–Vlasov dyna…Mean Field Games: Numerical Methods (2010)Mean Field Games: Numerical M…Mean field games (2007)Mean field gamesJeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Jeux à champ moyen. II – Hori…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Sixty Years of the Maximum Principle in Optimal Control: Historical Roots and Content Classification (2024)Sixty Years of the Maximum Pr…A policy iteration method for mean field games (2021)A policy iteration method for…Mean field games with congestion (2018)Mean field games with congest…Mean Field Type Control with Congestion (2016)Mean Field Type Control with …Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method (2016)Mean Field Type Control with …Dynamic Programming for Mean-Field Type Control (2015)Dynamic Programming for Mean-…Controlled Markov Processes and Viscosity Solutions (2005)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics (2016)Proximal Methods for Stationary Mean Field Games with Local Couplings (2018)Mean Field Games and Applications: Numerical Aspects (2020)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games with common noise (2016)Mean field game of controls and an application to trade crowding (2017)The Master Equation and the Convergence Problem in Mean Field Games (2019)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)Probabilistic Analysis of Mean-Field Games (2013)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Stochastic controls : Hamiltonian systems and HJB equations (1999)A probabilistic weak formulation of mean field games and applications (2015)Long Time Average of Mean Field Games with a Nonlocal Coupling (2013)Mean field games systems of first order (2014)On the existence of classical solutions for stationary extended mean field games (2014)Mean Field Games: Numerical Methods for the Planning Problem (2012)Linear-Quadratic Mean Field Games (2015)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Time-Dependent Mean-Field Games in the Subquadratic Case (2014)A probabilistic approach to mean field games with major and minor players (2016)
this work references cited by second hop

References

  • 2007Mean field games2,638 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2013Mean Field Games Models—A Brief Survey349 cited
  • 2010Mean Field Games: Numerical Methods328 cited
  • 2012Control of McKean–Vlasov dynamics versus mean field games238 cited
  • 2012Long time average of mean field games145 cited
  • 2013Mean field forward-backward stochastic differential equations124 cited
  • 2013Mean Field Games: Convergence of a Finite Difference Method98 cited
  • 2013On the Planning Problem for the Mean Field Games System78 cited
  • 2013Finite Difference Methods for Mean Field Games60 cited

Cited by

  • 2018Mean field games with congestion35 cited
  • 2016Mean Field Type Control with Congestion32 cited
  • 2016Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method29 cited
  • 2021A policy iteration method for mean field games

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27 cited
  • 2015Dynamic Programming for Mean-Field Type Control27 cited
  • 2024Sixty Years of the Maximum Principle in Optimal Control: Historical Roots and Content Classification8 cited