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Obstacle mean-field game problem
5 references·3 citing·23 second hop
Obstacle mean-field game problem (2015)Obstacle mean-field game problemExistence for stationary mean-field games with congestion and quadratic Hamiltonians (2015)Existence for stationary mean…Large-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…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Discontinuous solutions of deterministic optimal stopping time problems (1987)Discontinuous solutions of de…Fokker-Planck equations of jumping particles and mean field games of impulse control (2020)Fokker-Planck equations of ju…One-Dimensional Forward–Forward Mean-Field Games (2016)One-Dimensional Forward–Forwa…Explicit solutions of one-dimensional, first-order, stationary mean-field games with congestion (2016)Explicit solutions of one-dim…Optimal Control with State-Space Constraint. II (1986)Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (2004)Homogenization and Asymptotics for Small Transaction Costs (2013)Loss of regularity for Kolmogorov equations (2015)Mean field games (2007)Time-Dependent Mean-Field Games with Logarithmic Nonlinearities (2015)Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2016)One-Dimensional Stationary Mean-Field Games with Local Coupling (2017)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)Dynamic Noncooperative Game Theory (1982)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)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Mean Field Games: Numerical Methods (2010)Forward Utilities and Mean-Field Games Under Relative Performance Concerns (2021)On the Existence of Solutions for Stationary Mean-Field Games with Congestion (2017)Short-Time Existence for a General Backward–Forward Parabolic System Arising from Mean-Field Games (2019)
this work references cited by second hop

References

  • 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
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 1987Discontinuous solutions of deterministic optimal stopping time problems234 cited
  • 2015Existence for stationary mean-field games with congestion and quadratic Hamiltonians61 cited

Cited by

  • 2020Fokker-Planck equations of jumping particles and mean field games of impulse control23 cited
  • 2016Explicit solutions of one-dimensional, first-order, stationary mean-field games with congestion20 cited
  • 2016One-Dimensional Forward–Forward Mean-Field Games17 cited

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