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Linear quadratic mean field social control with common noise: A directly decoupling method
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Linear quadratic mean field social control with common noise: A directly decoupling method (2022)Linear quadratic mean field social contro…Mean field games with common noise (2016)Mean field games with common …Mean Field Games and systemic risk (2015)Mean Field Games and systemic…Linear-Quadratic Mean Field Games (2015)Linear-Quadratic Mean Field G…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…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…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…Stochastic Controls (1999)Stochastic ControlsFully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (1999)Fully Coupled Forward-Backwar…Team decision theory and information structures (1980)Team decision theory and info…Team Decision Problems (1962)Team Decision ProblemsStochastic controls : Hamiltonian systems and HJB equations (1999)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)The Economy as an Evolving Complex System II (2018)Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)Nonlinear Expectations, Nonlinear Evaluations and Risk Measures (2004)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)The Master Equation and the Convergence Problem in Mean Field Games (2019)Controlled Markov Processes and Viscosity Solutions (2005)Mean field game of controls and an application to trade crowding (2017)Dynamic Noncooperative Game Theory (1982)Evolution and the Theory of Games (1982)Evolution and the Theory of Games (1988)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)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Mean Field Games and Applications (2010)The Malliavin Calculus and Related Topics (2006)Discrete time mean-field stochastic linear-quadratic optimal control problems (2013)Mean field forward-backward stochastic differential equations (2013)Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (2017)The decision and the organization (1965)Incentives in Teams (1973)Decentralized Stochastic Control with Partial History Sharing: A Common Information Approach (2013)Quickest Change Detection (2014)A Social Equilibrium Existence Theorem* (1952)Theory of Games and Statistical Decisions. (1955)Team decision theory and information structures in optimal control problems--Part I (1972)Social Value of Public Information (2002)Efficient Use of Information and Social�Value�of�Information (2007)Finite Dimensional Vector Spaces (2018)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)
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References

  • 2007Mean field games2,785 cited
  • 1999Stochastic Controls2,643 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,629 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
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  • 2008Markov Perfect Industry Dynamics With Many Firms291 cited
  • 2012Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies246 cited
  • 2015Mean Field Games and systemic risk244 cited
  • 2015Linear-Quadratic Mean Field Games

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233 cited
  • 2016Mean field games with common noise204 cited
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