References

• 2007Mean field games2,638 cited
• 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
• 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
• 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
• 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
• 2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
• 2013Probabilistic Analysis of Mean-Field Games435 cited
• 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
• 2002On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case267 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
• 2013$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents188 cited
• 2015A probabilistic weak formulation of mean field games and applications178 cited
• 2015On well-posedness of forward–backward SDEs—A unified approach