References

• 2007Mean field games2,638 cited
• 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
• 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
• 1994Solving forward-backward stochastic differential equations explicitly — a four step scheme740 cited
• 1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
• 1998Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs382 cited
• 2000Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II340 cited
• 2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations333 cited
• 2010Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle326 cited
• 2015Mean Field Games and systemic risk244 cited
• 2015Linear-Quadratic Mean Field Games233 cited
• 2013$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents188 cited
• 2013Risk-Sensitive Mean-Field Games179 cited
• 2015On well-posedness of forward–backward SDEs—A unified approach