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On non-uniqueness in mean field games
14 references·4 citing·30 second hop
On non-uniqueness in mean field games (2020)On non-uniqueness in mean field gamesThe Master Equation and the Convergence Problem in Mean Field Games (2019)The Master Equation and the C…The Master Equation and the Convergence Problem in Mean Field Games (2019)The Master Equation and the C…Selection of equilibria in a linear quadratic mean-field game (2019)Selection of equilibria in a …On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness (2019)On the Convergence Problem in…Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation (2018)Convergence, fluctuations and…Analysis of a Finite State Many Player Game Using Its Master Equation (2018)Analysis of a Finite State Ma…Socio-economic applications of finite state mean field games (2014)Socio-economic applications o…Continuous Time Finite State Mean Field Games (2013)Continuous Time Finite State …Mean field games (2007)Mean field gamesLarge-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Large-Population Cost-Coupled…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Jeux à champ moyen. II – Hori…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Propagation of Chaos of Forward–Backward Stochastic Differential Equations with Graphon Interactions (2023)Propagation of Chaos of Forwa…Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games (2022)Finite State Mean Field Games…Selection by vanishing common noise for potential finite state mean field games (2021)Selection by vanishing common…Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit (2021)Optimal Policies for Convex S…Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Mean Field Games Models—A Brief Survey (2013)Probabilistic Analysis of Mean-Field Games (2013)Dynamic Noncooperative Game Theory (1982)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Limit Theorems for Stochastic Processes (2003)Stochastic Integration and Differential Equations (2005)Probabilistic Approach to Finite State Mean Field Games (2018)From the master equation to mean field game limit theory: Large deviations and concentration of measure (2020)A general characterization of the mean field limit for stochastic differential games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)Convergence to the mean field game limit: A case study (2020)Finite state mean field games with Wright–Fisher common noise (2021)Mean Field Games (2017)Mean-Field-Type Games in Engineering (2017)On the connection between symmetric $N$-player games and mean field games (2017)Mean field game of controls and an application to trade crowding (2017)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (2017)Mean Field Games and Applications: Numerical Aspects (2020)
this work references cited by second hop

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
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 2019The Master Equation and the Convergence Problem in Mean Field Games198 cited
  • 2013Continuous Time Finite State Mean Field Games136 cited
  • 2018Analysis of a Finite State Many Player Game Using Its Master Equation63 cited
  • 2019On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness61 cited
  • 2019Selection of equilibria in a linear quadratic mean-field game60 cited
  • 2018Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation56 cited
  • 2014Socio-economic applications of finite state mean field games53 cited
  • 2019The Master Equation and the Convergence Problem in Mean Field Games49 cited

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  • 2021Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit23 cited
  • 2021Selection by vanishing common noise for potential finite state mean field games20 cited
  • 2023Propagation of Chaos of Forward–Backward Stochastic Differential Equations with Graphon Interactions19 cited
  • 2022Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games19 cited