References

• 2007Mean field games2,638 cited
• 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
• 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
• 2018Probabilistic Theory of Mean Field Games with Applications II576 cited
• 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
• 1986Mimicking the one-dimensional marginal distributions of processes having an ito differential305 cited
• 1987Compactification methods in the control of degenerate diffusions: existence of an optimal control231 cited
• 2017Mean field game of controls and an application to trade crowding212 cited
• 2016Mean field games with common noise204 cited
• 2019The Master Equation and the Convergence Problem in Mean Field Games198 cited
• 2015A probabilistic weak formulation of mean field games and applications178 cited
• 2015A general characterization of the mean field limit for stochastic differential games176 cited
• 2017Limit Theory for Controlled McKean--Vlasov Dynamics139 cited
• 2014On the existence of classical solutions for stationary extended mean field games138 cited
• 2017On the connection between symmetric $N$-player games and mean field games