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Finite state mean field games with Wright–Fisher common noise · Study

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Finite state mean field games with Wright–Fisher common noise

Erhan Bayraktar, Alekos Cecchin, Asaf Cohen, François Delarue

2021-01-21articleJournal de Mathématiques Pures et Appliquées44 citationsbronze

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Geometric Analysis and Curvature Flows

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Citations in this library

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References

2007Brownian Motion and Stochastic Calculus

2007Mean field games

2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

2006Jeux à champ moyen. I – Le cas stationnaire

2006Jeux à champ moyen. II – Horizon fini et contrôle optimal

2013Mean Field Games and Mean Field Type Control Theory

1994Solving forward-backward stochastic differential equations explicitly — a four step scheme

2018Probabilistic Theory of Mean Field Games with Applications II

Details

Year2021

Typearticle

VenueJournal de Mathématiques Pures et Appliquées

Languagefr

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Identifiers

doi10.1016/j.matpur.2021.01.003

openalex_workW2995488071

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