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Mean-field games with a major player
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Mean-field games with a major player (2018)Mean-field games with a major playerProbabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …Mean Field Games with a Dominating Player (2015)Mean Field Games with a Domin…Mean field games (2007)Mean field gamesJeux 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…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…Splitting methods and short time existence for the master equations in mean field games (2022)Splitting methods and short t…Exploratory LQG mean field games with entropy regularization (2022)Exploratory LQG mean field ga…Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems (2020)Convex analysis for LQG syste…$\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents (2020)$\epsilon$-Nash Equilibria fo…Linear quadratic mean field games with a major player: The multi-scale approach (2019)Linear quadratic mean field g…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean Field Stackelberg Games: Aggregation of Delayed Instructions (2015)Social optima in economies with heterogeneous agents (2017)An Introduction to Mean Field Game Theory (2020)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)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Value Premium (2005)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Stochastic Differential Equations and Diffusion Processes (1983)Brownian Motion and Stochastic Calculus (2007)Dynamic Noncooperative Game Theory (1982)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean Field Games Models—A Brief Survey (2013)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)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)
this work references cited by second hop

References

  • 2007Mean field games2,638 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 2015Mean Field Games with a Dominating Player75 cited

Cited by

  • 2019Linear quadratic mean field games with a major player: The multi-scale approach34 cited
  • 2022Exploratory LQG mean field games with entropy regularization34 cited
  • 2022Splitting methods and short time existence for the master equations in mean field games31 cited
  • 2020Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems27 cited
  • 2020$\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents26 cited

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