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Regularity of the value function and quantitative propagation of chaos for mean field control problems
16 references·0 citing·36 second hop
Regularity of the value function and quantitative propagation of chaos for mean field control problems (2023)Regularity of the value function and quan…Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions (2023)Mean Field Control and Finite…Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2023)Master Bellman equation in th…McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (2022)McKean–Vlasov Optimal Control…Extended mean field control problem: a propagation of chaos result (2022)Extended mean field control p…Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls (2022)Convergence of Large Populati…Finite stateN-agent and mean field control problems (2021)Finite stateN-agent and mean …From the master equation to mean field game limit theory: Large deviations and concentration of measure (2020)From the master equation to m…The Master Equation and the Convergence Problem in Mean Field Games (2019)The Master Equation and the C…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 …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…Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Forward–backward stochastic d…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…Adapted solution of a backward stochastic differential equation (1990)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Control of McKean–Vlasov dynamics versus mean field games (2012)A probabilistic weak formulation of mean field games and applications (2015)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)Probabilistic Analysis of Mean-Field Games (2013)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Markets with a Continuum of Traders (1964)Jeux à champ moyen. I – Le cas stationnaire (2006)Nash Equilibria of Games with a Continuum of Players (2006)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Income and Wealth Heterogeneity in the Macroeconomy (1998)Mean-Field-Type Games in Engineering (2017)On the connection between symmetric $N$-player games and mean field games (2017)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)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)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)An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics (2023)Mean Field Games and systemic risk (2015)Some remarks on mean field games (2019)Closed-loop convergence for mean field games with common noise (2023)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)Mean field games of controls: On the convergence of Nash equilibria (2023)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)Well-posedness of distribution dependent SDEs with singular drifts (2021)
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References

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  • 2018Probabilistic Theory of Mean Field Games with Applications II607 cited
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  • 2022McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations46 cited
  • 2022Extended mean field control problem: a propagation of chaos result31 cited
  • 2023Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions26 cited
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Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions
24 cited
  • 2021Finite stateN-agent and mean field control problems18 cited
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