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Fokker-Planck equations of jumping particles and mean field games of impulse control
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References

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  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
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  • 2019The Master Equation and the Convergence Problem in Mean Field Games198 cited
  • 2015Second order mean field games with degenerate diffusion and local coupling170 cited
  • 2010Paris-Princeton Lectures on Mathematical Finance 2010149 cited
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  • 2018Proximal Methods for Stationary Mean Field Games with Local Couplings90 cited

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2017
Mean Field Games of Timing and Models for Bank Runs
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