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Numerical study of the stock market crises based on mean field games approach
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Numerical study of the stock market crises based on mean field games approach (2021)Numerical study of the stock market crise…Modeling and computation of mean field equilibria in producers’ game with emission permits trading (2016)Modeling and computation of m…Mean Field Games and Mean Field Type Control Theory (2013)Mean Field Games and Mean Fie…Mean Field Games: Numerical Methods for the Planning Problem (2012)Mean Field Games: Numerical M…The NCE (Mean Field) Principle With Locality Dependent Cost Interactions (2010)The NCE (Mean Field) Principl…Mean Field Games and Applications (2010)Mean Field Games and Applicat…COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS (2010)COMPUTATION OF MEAN FIELD EQU…Mean field games (2007)Mean field gamesLarge population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Jeux à champ moyen. II – Horizon fini et contrôle optimal (2006)Jeux à champ moyen. II – Hori…Jeux à champ moyen. I – Le cas stationnaire (2006)Jeux à champ moyen. I – Le ca…Equilibrium points in n -person games (1950)The Bargaining Problem (1950)Mean Field Games Models—A Brief Survey (2013)Probabilistic Analysis of Mean-Field Games (2013)Theory of games and economic behavior (2019)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Dynamic Noncooperative Game Theory (1982)The Theory of Learning in Games (1998)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)Existence of a solution to an equation arising from the theory of Mean Field Games (2015)Game Theory with Engineering Applications (2016)Numerical solution of stochastic differential equations (2016)Opinion Dynamics in Social Networks through Mean-Field Games (2016)Markets with a Continuum of Traders (1964)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Controlled Markov Processes and Viscosity Solutions (2005)Explicit solutions of some linear-quadratic mean field games (2012)Long time average of mean field games (2012)Dynamic models of segregation† (1971)Mean Field Games and Nonlinear Markov Processes (2011)From Population Games to Payoff Dynamics Models: A Passivity-Based Approac (2019)Graphon Mean Field Games and Their Equations (2021)Linear-Quadratic Mean Field Games (2015)The Master Equation and the Convergence Problem in Mean Field Games (2019)
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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
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games and Mean Field Type Control Theory761 cited
  • 2010Mean Field Games and Applications589 cited
  • 2012Mean Field Games: Numerical Methods for the Planning Problem206 cited
  • 2010COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS149 cited
  • 2010The NCE (Mean Field) Principle With Locality Dependent Cost Interactions85 cited
  • 2016Modeling and computation of mean field equilibria in producers’ game with emission permits trading23 cited

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