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An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
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An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics (2023)An Algebraic Convergence Rate for the Opt…Mean-field optimal control as Gamma-limit of finite agent controls (2019)Mean-field optimal control as…Probabilistic Theory of Mean Field Games with Applications II (2018)Probabilistic Theory of Mean …Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation (2018)Convergence, fluctuations and…Analysis of a Finite State Many Player Game Using Its Master Equation (2018)Analysis of a Finite State Ma…Stable solutions in potential mean field game systems (2017)Stable solutions in potential…Limit Theory for Controlled McKean--Vlasov Dynamics (2017)Limit Theory for Controlled M…Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions) (2012)Nonlinear Markov Games on a F…Mean field games (2007)Mean field gamesJeux 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…On the optimal rate for the convergence problem in mean field control (2024)On the optimal rate for the c…Markets with a Continuum of Traders (1964)Nash Equilibria of Games with a Continuum of Players (2006)Towards a self-consistent theory of volatility (2006)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)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Controlled Markov Processes and Viscosity Solutions (2005)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)The Evolutionary Game of Pressure (or Interference), Resistance and Collaboration (2017)Finite State Graphon Games with Applications to Epidemics (2022)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (2016)Mean Field Control Hierarchy (2017)Probabilistic Analysis of Mean-Field Games (2013)A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION (2020)Applications of Mean Field Games in financial engineering and economic theory (2021)Finite state mean field games with Wright–Fisher common noise (2021)Limit Theorems for Stochastic Processes (2003)Stochastic Integration and Differential Equations (2005)Probabilistic Approach to Finite State Mean Field Games (2018)On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness (2019)From the master equation to mean field game limit theory: Large deviations and concentration of measure (2020)A STATISTICAL MODEL OF CRIMINAL BEHAVIOR (2008)A Maximum Principle for SDEs of Mean-Field Type (2010)Mean Field Games and Mean Field Type Control Theory (2013)Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls (2021)Mean-field Markov decision processes with common noise and open-loop controls (2022)On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (2018)Convergence to the mean field game limit: A case study (2020)Inverse problems for mean field games (2023)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)
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References

  • 2007Mean field games2,638 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire965 cited
  • 2006Jeux à champ moyen. II – Horizon fini et contrôle optimal810 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications II576 cited
  • 2017Limit Theory for Controlled McKean--Vlasov Dynamics139 cited
  • 2019Mean-field optimal control as Gamma-limit of finite agent controls74 cited
  • 2017Stable solutions in potential mean field game systems65 cited
  • 2018Analysis of a Finite State Many Player Game Using Its Master Equation63 cited
  • 2018Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation56 cited
  • 2012Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions)47 cited

Cited by

  • 2024On the optimal rate for the convergence problem in mean field control19 cited

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