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Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game
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Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game (2019)Finite Mean Field Games: Fictitious play …The Master Equation and the Convergence Problem in Mean Field Games (2019)The Master Equation and the C…Variational Mean Field Games (2017)Variational Mean Field GamesRegularity Theory for Mean-Field Game Systems (2016)Regularity Theory for Mean-Fi…Learning in mean field games: The fictitious play (2016)Learning in mean field games:…A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem (2014)A Fully Discrete Semi-Lagrang…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…Long Time Average of First Order Mean Field Games and Weak KAM Theory (2013)Long Time Average of First Or…Mean Field Games: Numerical Methods (2010)Mean Field Games: Numerical M…Discrete time, finite state space mean field games (2009)Discrete time, finite state s…Mean field games (2007)Mean field gamesLarge population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Jeux 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…The Theory of Learning in Games (1998)The Theory of Learning in Gam…Cours au Collège de France (1995)Cours au Collège de FranceComputational Methods for First-Order Nonlocal Mean Field Games with Applications (2021)Computational Methods for Fir…Controlled Markov Processes and Viscosity Solutions (2005)Mean field games with common noise (2016)Mean field game of controls and an application to trade crowding (2017)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)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)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Income and Wealth Heterogeneity in the Macroeconomy (1998)Mean-Field-Type Games in Engineering (2017)On the connection between symmetric $N$-player games and mean field games (2017)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Online convex programming and generalized infinitesimal gradient ascent (2003)“Economic man” in cross-cultural perspective: Behavioral experiments in 15 small-scale societies (2005)Evolutionary games on graphs (2007)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)Two Numerical Approaches to Stationary Mean-Field Games (2016)Mean field games models of segregation (2017)An Introduction to Mean Field Game Theory (2020)Explicit solutions of some linear-quadratic mean field games (2012)Long time average of mean field games (2012)Long Time Average of Mean Field Games with a Nonlocal Coupling (2013)
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References

  • 2007Mean field games2,638 cited
  • 1998The Theory of Learning in Games2,433 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games Models—A Brief Survey349 cited
  • 2010Mean Field Games: Numerical Methods328 cited
  • 2019The Master Equation and the Convergence Problem in Mean Field Games219 cited
  • 2009Discrete time, finite state space mean field games186 cited
  • 2016Regularity Theory for Mean-Field Game Systems160 cited
  • 2016Learning in mean field games: The fictitious play123 cited
  • 2017Variational Mean Field Games113 cited
  • 2014A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem101 cited
  • 2013Mean Field Games: Convergence of a Finite Difference Method98 cited
  • 1995Cours au Collège de France90 cited
  • 2013Long Time Average of First Order Mean Field Games and Weak KAM Theory

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77 cited

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  • 2021Computational Methods for First-Order Nonlocal Mean Field Games with Applications42 cited