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Indefinite Linear Quadratic Mean Field Social Control Problems With Multiplicative Noise
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Indefinite Linear Quadratic Mean Field Social Control Problems With Multiplicative Noise (2020)Indefinite Linear Quadratic Mean Field So…Probabilistic Theory of Mean Field Games with Applications II (2018)Probabilistic Theory of Mean …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…Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Linear-Quadratic Optimal Cont…Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies (2012)Social Optima in Mean Field L…Mean Field Games and Applications (2010)Mean Field Games and Applicat…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…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Continuous-Time Mean-Variance…Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Dynamic Noncooperative Game Theory, 2nd Edition (1998)Dynamic Noncooperative Game T…Team decision theory and information structures (1980)Team decision theory and info…Equilibrium points in n -person games (1950)The Bargaining Problem (1950)Theory of games and economic behavior (2019)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Portfolio Selection: Efficient Diversification of Investments (1959)Adapted solution of a backward stochastic differential equation (1990)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Controlled Markov Processes and Viscosity Solutions (2005)Dynamic Mean-Variance Asset Allocation (2010)MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)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)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)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)Stackelberg vs. Nash in Security Games: An Extended Investigation of Interchangeability, Equivalence, and Uniqueness (2011)Stackelberg vs. Nash in Security Games: An Extended Investigation of Interchangeability, Equivalence, and Uniqueness (2011)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)Well-posedness of distribution dependent SDEs with singular drifts (2021)Linear-Quadratic Mean Field Games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)
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  • 2008Markov Perfect Industry Dynamics With Many Firms

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291 cited
  • 2012Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies246 cited
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