SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Robust mean field games for coupled Markov jump linear systems
12 references·2 citing·37 second hop
Robust mean field games for coupled Markov jump linear systems (2015)Robust mean field games for coupled Marko…Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Linear Quadratic Risk-Sensiti…Risk-Sensitive Mean-Field Games (2013)Risk-Sensitive Mean-Field Gam…$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents (2013)$\epsilon$-Nash Mean Field Ga…Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters (2012)Mean Field Games for Large-Po…Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players (2012)Linear-Quadratic-Gaussian Mix…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…Markov Perfect Industry Dynamics With Many Firms (2008)Markov Perfect Industry Dynam…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…Markov Perfect Industry Dynamics with Many Firms (2005)Markov Perfect Industry Dynam…Dynamic Noncooperative Game Theory (1982)Dynamic Noncooperative Game T…Q-Learning in Regularized Mean-field Games (2022)Q-Learning in Regularized Mea…Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle (2018)Risk-Sensitive Mean Field Gam…Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Mean Field Games Models—A Brief Survey (2013)Probabilistic Analysis of Mean-Field Games (2013)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)Theory of games and economic behavior (2019)Stochastic Differential Equations (2003)Opinion Dynamics in Social Networks through Mean-Field Games (2016)Linear quadratic mean field Stackelberg differential games (2018)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Adapted solution of a backward stochastic differential equation (1990)A probabilistic approach to mean field games with major and minor players (2016)Mean Field Games (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Mean Field Games and Applications (2010)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Dynamic noncooperative game theory (1997)Markov-Nash equilibria in mean-field games with discounted cost (2018)Mean field linear–quadratic control: Uniform stabilization and social optimality (2020)Entry, Exit, and firm Dynamics in Long Run Equilibrium (1992)A Framework for Applied Dynamic Analysis in I.O. (2000)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2002)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)Modelling and Measuring the Effect of Public Subsidies on Business R&D: A Critical Review of the Econometric Literature* (2010)Estimating the Innovator’s Dilemma: Structural Analysis of Creative Destruction in the Hard Disk Drive Industry, 1981–1998 (2017)Numerical Methods in Economics (1998)Repeated Auctions with Budgets in Ad Exchanges: Approximations and Design (2015)The impact of consumer inattention on insurer pricing in the Medicare Part D program (2017)The Voracity Effect (1999)Coalitional game theory for communication networks (2009)
this work references cited by second hop

References

  • 1982Dynamic Noncooperative Game Theory4,057 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
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 2008Markov Perfect Industry Dynamics With Many Firms291 cited
  • 2005Markov Perfect Industry Dynamics with Many Firms228 cited
  • 2013$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents188 cited
  • 2013Risk-Sensitive Mean-Field Games179 cited
  • 2016Linear Quadratic Risk-Sensitive and Robust Mean Field Games149 cited
  • 2012Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters125 cited
  • 2012Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players112 cited

Cited by

  • 2022Q-Learning in Regularized Mean-field Games31 cited
  • 2018Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work