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Zero-sum stochastic differential games of generalized McKean–Vlasov type
10 references·3 citing·39 second hop
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References

  • 1980Controlled Diffusion Processes1,311 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2017Mean-field stochastic differential equations and associated PDEs275 cited
  • 1980Controlled Diffusion Processes258 cited
  • 2017Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics177 cited
  • 2017Stochastic Optimal Control in Infinite Dimension169 cited
  • 2002Dynamic programming for stochastic target problems and geometric flows160 cited
  • 2013Long Time Average of Mean Field Games with a Nonlocal Coupling142 cited
  • 2014Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation107 cited
  • 2016Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics79 cited

Cited by

  • 2020Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls49 cited
  • 2023Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension31 cited
  • 2023Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions26 cited

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