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Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
16 references·1 citing·35 second hop
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (2020)Approximate Markov-Nash Equilibria for Di…Markov-Nash equilibria in mean-field games with discounted cost (2018)Markov-Nash equilibria in mea…Mean Field Game Theory with a Partially Observed Major Agent (2016)Mean Field Game Theory with a…Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Linear Quadratic Risk-Sensiti…Risk-Sensitive Mean-Field Games (2013)Risk-Sensitive Mean-Field Gam…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…Equilibria of dynamic games with many players: Existence, approximation, and market structure (2013)Equilibria of dynamic games w…Discrete time mean-field stochastic linear-quadratic optimal control problems (2013)Discrete time mean-field stoc…Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (2010)Large-Population LQG Games In…Discrete time, finite state space mean field games (2009)Discrete time, finite state s…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…Connections between stochastic control and dynamic games (1996)Connections between stochasti…Anonymous sequential games (1988)Anonymous sequential gamesQ-Learning in Regularized Mean-field Games (2022)Q-Learning in Regularized Mea…Stochastic controls : Hamiltonian systems and HJB equations (1999)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Mean Field Games and systemic risk (2015)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1988)Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)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)Aggregate Demand Management in Search Equilibrium (1982)Sequential Equilibria (1982)Increasing Returns and Long-Run Growth (1986)A contribution to the pure theory of money (1991)Spin-outs: knowledge diffusion through employee mobility (2006)Markov Perfect Industry Dynamics With Many Firms (2008)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)Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Explicit solutions of some linear-quadratic mean field games (2012)Long time average of mean field games (2012)Long Time Average of Mean Field Games with a Nonlocal Coupling (2013)Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control (2014)An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game (2018)
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References

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  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
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  • 2018Markov-Nash equilibria in mean-field games with discounted cost

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86 cited
  • 2016Mean Field Game Theory with a Partially Observed Major Agent56 cited
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    • 2022Q-Learning in Regularized Mean-field Games31 cited