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Probabilistic Theory of Mean Field Games with Applications I · Study

BookProbabilistic Theory of Mean Field Games with Applications I

Rene A. Carmona2018

Book2018

Probabilistic Theory of Mean Field Games with Applications I

Rene A. Carmona · François Delarue

494 citations·0/0 files stored·Probability theory and stochastic modelling

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Game Theory and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 494 citations exist upstream.

Cited by

2017Mean field game of controls and an application to trade crowding 2019A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems 2020On the convergence of closed-loop Nash equilibria to the mean field game limit 2021McKean–Vlasov SDEs under measure dependent Lyapunov conditions 2019Mean-Field Game Strategies for Optimal Execution 2020Mean Field Games and Applications: Numerical Aspects 2019Freidlin–Wentzell LDP in path space for McKean–Vlasov equations and the functional iterated logarithm law 2022Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case

Details

Year2018

Typebook

Published2018-01-01

VenueProbability theory and stochastic modelling

ISSN-L2199-3130

Languageen

Citations494

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-319-58920-6

openalex_workW2791784110

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