SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Markov-Nash equilibria in mean-field games with discounted cost
12 references·3 citing·42 second hop
Markov-Nash equilibria in mean-field games with discounted cost (2018)Markov-Nash equilibria in mean-field game…Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Linear Quadratic Risk-Sensiti…Risk-Sensitive Mean-Field Games (2013)Risk-Sensitive Mean-Field Gam…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Mean Field Games Models—A Brief Survey (2013)Mean Field Games Models—A Bri…Equilibria of dynamic games with many players: Existence, approximation, and market structure (2013)Equilibria of dynamic games w…Discrete time mean-field stochastic linear-quadratic optimal control problems (2013)Discrete time mean-field stoc…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…Discrete time, finite state space mean field games (2009)Discrete time, finite state s…Markov Perfect Industry Dynamics With Many Firms (2008)Markov Perfect Industry Dynam…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…Anonymous sequential games (1988)Anonymous sequential gamesQ-Learning in Regularized Mean-field Games (2022)Q-Learning in Regularized Mea…Reinforcement Learning in Non-Stationary Discrete-Time Linear-Quadratic Mean-Field Games (2020)Reinforcement Learning in Non…Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (2020)Approximate Markov-Nash Equil…Stochastic controls : Hamiltonian systems and HJB equations (1999)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Mean Field Games and systemic risk (2015)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1988)Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Linear-Quadratic Mean Field Games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)Theory of games and economic behavior (2019)Stochastic Differential Equations (2003)Opinion Dynamics in Social Networks through Mean-Field Games (2016)Linear quadratic mean field Stackelberg differential games (2018)Controlled Markov Processes and Viscosity Solutions (2005)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games with common noise (2016)Mean field game of controls and an application to trade crowding (2017)Aggregate Demand Management in Search Equilibrium (1982)Sequential Equilibria (1982)Increasing Returns and Long-Run Growth (1986)A contribution to the pure theory of money (1991)Spin-outs: knowledge diffusion through employee mobility (2006)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Mean Field Games and Applications (2010)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)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)Entry, Exit, and firm Dynamics in Long Run Equilibrium (1992)Numerical Methods in Economics (1998)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2002)Modelling and Measuring the Effect of Public Subsidies on Business R&D: A Critical Review of the Econometric Literature* (2010)Repeated Auctions with Budgets in Ad Exchanges: Approximations and Design (2015)The impact of consumer inattention on insurer pricing in the Medicare Part D program (2017)Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control (2014)Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon (2015)An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game (2018)
this work references cited by second hop

References

  • 2007Mean field games2,638 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 2013Mean Field Games Models—A Brief Survey349 cited
  • 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
  • 2008Markov Perfect Industry Dynamics With Many Firms291 cited
  • 1988Anonymous sequential games273 cited
  • 2013Discrete time mean-field stochastic linear-quadratic optimal control problems191 cited
  • 2009Discrete time, finite state space mean field games186 cited
  • 2013Risk-Sensitive Mean-Field Games179 cited
  • 2016Linear Quadratic Risk-Sensitive and Robust Mean Field Games149 cited
  • 2013Equilibria of dynamic games with many players: Existence, approximation, and market structure142 cited

Cited by

  • 2020Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games33 cited
  • 2022Q-Learning in Regularized Mean-field Games31 cited
  • 2020Reinforcement Learning in Non-Stationary Discrete-Time Linear-Quadratic Mean-Field Games

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

26 cited