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A Mean Field Game of Optimal Stopping
16 references·6 citing·27 second hop
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2007Mean field games2,638 cited
  • 1964Markets with a Continuum of Traders1,209 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
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2002Coordination risk and the price of debt507 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 2013Mean Field Games Models—A Brief Survey349 cited
  • 2015Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics244 cited
  • 2015Mean Field Games and systemic risk244 cited
  • 2015Linear-Quadratic Mean Field Games233 cited
  • 2016Mean field games with common noise204 cited
  • 2015A probabilistic weak formulation of mean field games and applications178 cited
  • 2015A general characterization of the mean field limit for stochastic differential games176 cited
  • 2012Explicit solutions of some linear-quadratic mean field games

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163 cited

Cited by

  • 2017Optimal stopping in mean field games, an obstacle problem approach50 cited
  • 2019On time-inconsistent stopping problems and mixed strategy stopping times46 cited
  • 2022Stochastic Graphon Games: II. The Linear-Quadratic Case45 cited
  • 2020Convergence to the mean field game limit: A case study33 cited
  • 2021Monotone solutions for mean field games master equations: finite state space and optimal stopping30 cited
  • 2019A Mean Field Competition27 cited