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Schauder Estimates for a Class of Potential Mean Field Games of Controls
13 references·3 citing·35 second hop
Schauder Estimates for a Class of Potential Mean Field Games of Controls (2019)Schauder Estimates for a Class of Potenti…An Extended Mean Field Game for Storage in Smart Grids (2020)An Extended Mean Field Game f…Some remarks on mean field games (2019)Some remarks on mean field ga…Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (2019)Extended Mean Field Control P…Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …Mean field game of controls and an application to trade crowding (2017)Mean field game of controls a…Fracking, Renewables, and Mean Field Games (2017)Fracking, Renewables, and Mea…Bellman equation and viscosity solutions for mean-field stochastic control problem (2017)Bellman equation and viscosit…Learning in mean field games: The fictitious play (2016)Learning in mean field games:…Extended Deterministic Mean-Field Games (2016)Extended Deterministic Mean-F…Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2016)Existence and Uniqueness of S…A probabilistic weak formulation of mean field games and applications (2015)A probabilistic weak formulat…On the existence of classical solutions for stationary extended mean field games (2014)On the existence of classical…Long Time Average of First Order Mean Field Games and Weak KAM Theory (2013)Long Time Average of First Or…Mean field games of controls: On the convergence of Nash equilibria (2023)Mean field games of controls:…Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule (2021)Nonlocal Bertrand and Cournot…Mean field games of controls: Finite difference approximations (2020)Mean field games of controls:…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean field games (2007)Multi-population Mean Field Games systems with Neumann boundary conditions (2014)Existence of a solution to an equation arising from the theory of Mean Field Games (2015)Mean-Field-Type Games in Engineering (2017)Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)A general characterization of the mean field limit for stochastic differential games (2015)On the connection between symmetric $N$-player games and mean field games (2017)A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (2022)Jeux à champ moyen. I – Le cas stationnaire (2006)An Introduction to Mean Field Game Theory (2020)Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls (2022)The Theory of Learning in Games (1998)Optimal execution of portfolio transactions (2001)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)Mean field and n‐agent games for optimal investment under relative performance criteria (2019)Operational Research: methods and applications (2023)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)All adapted topologies are equal (2020)McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (2022)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Potential Games (1996)Mean Field Control Hierarchy (2017)Stable solutions in potential mean field game systems (2017)Continuous Martingales and Brownian Motion (1999)Mean-field optimal control as Gamma-limit of finite agent controls (2019)McKean–Vlasov optimal control: The dynamic programming principle (2022)Time-dependent mean-field games in the superquadratic case (2015)Learning in Mean Field Games (2018)A Mean-Field Game Approach to Price Formation (2020)Applications of Mean Field Games in financial engineering and economic theory (2021)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)
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References

  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 2017Mean field game of controls and an application to trade crowding212 cited
  • 2015A probabilistic weak formulation of mean field games and applications178 cited
  • 2014On the existence of classical solutions for stationary extended mean field games138 cited
  • 2016Learning in mean field games: The fictitious play123 cited
  • 2017Bellman equation and viscosity solutions for mean-field stochastic control problem118 cited
  • 2020An Extended Mean Field Game for Storage in Smart Grids91 cited
  • 2013Long Time Average of First Order Mean Field Games and Weak KAM Theory77 cited
  • 2016Extended Deterministic Mean-Field Games72 cited
  • 2019Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective69 cited
  • 2017Fracking, Renewables, and Mean Field Games59 cited
  • 2019Some remarks on mean field games55 cited
  • 2016Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games39 cited

Cited by

  • 2020Mean field games of controls: Finite difference approximations31 cited
  • 2023Mean field games of controls: On the convergence of Nash equilibria

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26 cited
  • 2021Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule21 cited