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Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
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Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon (2020)Social Optima in Robust Mean Field LQG Co…Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Linear Quadratic Risk-Sensiti…A general characterization of the mean field limit for stochastic differential games (2015)A general characterization of…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Mean Field Games Models—A Brief Survey (2013)Mean Field Games Models—A Bri…Mean Field Games and Mean Field Type Control Theory (2013)Mean Field Games and Mean Fie…Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Social Optima in Mean Field L…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…Markov Perfect Industry Dynamics With Many Firms (2008)Markov Perfect Industry Dynam…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…Forward-Backward Stochastic Differential Equations and their Applications (2007)Forward-Backward Stochastic D…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Markov Perfect Industry Dynamics with Many Firms (2005)Markov Perfect Industry Dynam…Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Forward-Backward Stochastic Differential Equations and Their Applications (1999)Forward-Backward Stochastic D…Team decision theory and information structures (1980)Team decision theory and info…Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1988)Linear-Quadratic Mean Field Games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)Theory of games and economic behavior (2019)Controlled Markov Processes and Viscosity Solutions (2005)Mean field games with common noise (2016)Mean field game of controls and an application to trade crowding (2017)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)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Mean Field Games and Applications (2010)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Team Decision Problems (1962)The decision and the organization (1965)Incentives in Teams (1973)Decentralized Stochastic Control with Partial History Sharing: A Common Information Approach (2013)Game Theory and Control (2017)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Mean Field Games and systemic risk (2015)A numerical scheme for BSDEs (2004)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Stochastic Differential Equations (2014)
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  • 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
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  • 2005Markov Perfect Industry Dynamics with Many Firms228 cited
  • 2015A general characterization of the mean field limit for stochastic differential games

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176 cited
  • 2016Linear Quadratic Risk-Sensitive and Robust Mean Field Games149 cited
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