References

• 1999Continuous Martingales and Brownian Motion6,200 cited
• 2007Mean field games2,638 cited
• 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
• 2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework1,009 cited
• 2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations333 cited
• 2010A Maximum Principle for SDEs of Mean-Field Type330 cited
• 2017On time-inconsistent stochastic control in continuous time325 cited
• 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
• 2017Mean-field stochastic differential equations and associated PDEs275 cited
• 2015Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics244 cited
• 2015Mean Field Games and systemic risk244 cited
• 2012Control of McKean–Vlasov dynamics versus mean field games238 cited
• 2015Linear-Quadratic Mean Field Games233 cited
• 2022A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria147 cited
• 2014The Master equation in mean field theory