SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Convergence to the mean field game limit: A case study
16 references·1 citing·27 second hop
Convergence to the mean field game limit: A case study (2020)Convergence to the mean field game limit:…On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)On the convergence of closed-…The Master Equation and the Convergence Problem in Mean Field Games (2019)The Master Equation and the C…Probabilistic Theory of Mean Field Games with Applications II (2018)Probabilistic Theory of Mean …Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …On the connection between symmetric $N$-player games and mean field games (2017)On the connection between sym…A general characterization of the mean field limit for stochastic differential games (2015)A general characterization of…Mean Field Games and Mean Field Type Control Theory (2013)Mean Field Games and Mean Fie…Explicit solutions of some linear-quadratic mean field games (2012)Explicit solutions of some li…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…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…Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (1996)Optional decomposition of sup…Multimarket Oligopoly: Strategic Substitutes and Complements (1985)Multimarket Oligopoly: Strate…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Monotone solutions for mean field games master equations: finite state space and optimal stopping (2021)Monotone solutions for mean f…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)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Fees Versus Royalties and the Private Value of a Patent (1986)Coordinating Coordination Failures in Keynesian Models (1988)The O-Ring Theory of Economic Development (1993)General purpose technologies ‘Engines of growth’? (1995)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Mean field game of controls and an application to trade crowding (2017)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)Well-posedness of distribution dependent SDEs with singular drifts (2021)Linear-Quadratic Mean Field Games (2015)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2007Mean field games2,638 cited
  • 1985Multimarket Oligopoly: Strategic Substitutes and Complements2,526 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
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications II576 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 1996Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets324 cited
  • 2019The Master Equation and the Convergence Problem in Mean Field Games219 cited
  • 2015A general characterization of the mean field limit for stochastic differential games176 cited
  • 2012Explicit solutions of some linear-quadratic mean field games163 cited
  • 2017

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

On the connection between symmetric $N$-player games and mean field games
134 cited
  • 2020On the convergence of closed-loop Nash equilibria to the mean field game limit106 cited
  • Cited by

    • 2021Monotone solutions for mean field games master equations: finite state space and optimal stopping30 cited