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Computational Methods for First-Order Nonlocal Mean Field Games with Applications
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Computational Methods for First-Order Nonlocal Mean Field Games with Applications (2021)Computational Methods for First-Order Non…Mean field games with state constraints: from mild to pointwise solutions of the PDE system (2021)Mean field games with state c…Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game (2019)Finite Mean Field Games: Fict…Proximal Methods for Stationary Mean Field Games with Local Couplings (2018)Proximal Methods for Stationa…Mean field game of controls and an application to trade crowding (2017)Mean field game of controls a…Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis (2016)Efficiency of the Price Forma…A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem (2014)A Fully Discrete Semi-Lagrang…Mean Field Games: Convergence of a Finite Difference Method (2013)Mean Field Games: Convergence…Mean Field Games Models—A Brief Survey (2013)Mean Field Games Models—A Bri…Long Time Average of First Order Mean Field Games and Weak KAM Theory (2013)Long Time Average of First Or…Mean Field Games: Numerical Methods (2010)Mean Field Games: Numerical M…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…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…A Mean Field Game Inverse Problem (2022)A Mean Field Game Inverse Pro…Controlled Markov Processes and Viscosity Solutions (2005)Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics (2016)Mean Field Games and Applications: Numerical Aspects (2020)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Probabilistic Analysis of Mean-Field Games (2013)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games with common noise (2016)The Master Equation and the Convergence Problem in Mean Field Games (2019)Markets with a Continuum of Traders (1964)Mean Field Games and Applications (2010)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Optimal execution of portfolio transactions (2001)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)Mean field and n‐agent games for optimal investment under relative performance criteria (2019)Operational Research: methods and applications (2023)Mean Field Games: Numerical Methods for the Planning Problem (2012)Linear-Quadratic Mean Field Games (2015)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Mean Field Control Hierarchy (2017)Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (2021)Numerical methods for mean field games and mean field type control (2021)Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case (2022)
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References

  • 2007Mean field games2,638 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2013Mean Field Games Models—A Brief Survey349 cited
  • 2010Mean Field Games: Numerical Methods328 cited
  • 2017Mean field game of controls and an application to trade crowding212 cited
  • 2014A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem101 cited
  • 2013Mean Field Games: Convergence of a Finite Difference Method98 cited
  • 2018Proximal Methods for Stationary Mean Field Games with Local Couplings90 cited
  • 2016Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis82 cited
  • 2013Long Time Average of First Order Mean Field Games and Weak KAM Theory77 cited
  • 2019Finite Mean Field Games: Fictitious play and convergence to a first order continuous mean field game51 cited
  • 2021Mean field games with state constraints: from mild to pointwise solutions of the PDE system42 cited

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  • 2022A Mean Field Game Inverse Problem30 cited