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Stochastic Games for N Players
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Stochastic Games for N Players (2000)Stochastic Games for N PlayersMathematical methods of game and economic theory (1979)Mathematical methods of game …Equilibrium points in n -person games (1950)Equilibrium points in n -pers…Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (2019)Stochastic Games for Fuel Fol…A stochastic Nash equilibrium portfolio game between two DC pension funds (2016)A stochastic Nash equilibrium…A class of nonzero-sum investment and reinsurance games subject to systematic risks (2016)A class of nonzero-sum invest…Mean Field Stackelberg Games: Aggregation of Delayed Instructions (2015)Mean Field Stackelberg Games:…Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays (2014)Maximum Principle for Nonzero…Linear-Quadratic Mean Field Games (2014)Linear-Quadratic Mean Field G…A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (2011)A BSDE approach to Nash equil…Two Different Approaches to Nonzero-Sum Stochastic Differential Games (2007)Two Different Approaches to N…Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method (2006)Two-person zero-sum linear qu…Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback (2004)Nonzero-Sum Stochastic Differ…Jeux à champ moyen. I – Le cas stationnaire (2006)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games (2007)Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (2017)Linear quadratic mean field games with a major player: The multi-scale approach (2019)Risk-adjusted Bowley reinsurance under distorted probabilities (2019)Adapted solution of a backward stochastic differential equation (1990)Stochastic controls : Hamiltonian systems and HJB equations (1999)Brownian Motion and Stochastic Calculus (2007)An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (2015)A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (2018)Risk-Sensitive Zero-Sum Differential Games (2018)Non-Cooperative Games (1951)Non-cooperative games (1989)Methods of Mathematical Finance (1998)A global maximum principle for stochastic optimal control problems with delay and applications (2021)Maximum principle for discrete-time stochastic optimal control problem and stochastic game (2021)Stochastic Differential Equations and Applications (1976)Controlled markov processes and viscosity solutions (1994)Stochastic differential equations and applications (2008)Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost (2018)Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (2001)Dynamic Asset Allocation under Inflation (2002)Optimal investment strategies in the presence of a minimum guarantee (2003)A reinsurance and investment game between two insurance companies with the different opinions about some extra information (2017)Equilibrium strategies in a defined benefit pension plan game (2018)Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (2021)An introduction to mathematical risk theory (1979)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model (2018)Robust reinsurance contracts with risk constraint (2019)Time-consistent equilibrium reinsurance–investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework (2020)Some solvable stochastic control problemst† (1980)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (2021)Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion (2022)Connecting GANs, Mean-Field Games, and Optimal Transport (2024)Ants, Rationality, and Recruitment (1993)A Mean Field Capital Accumulation Game with HARA Utility (2013)Discrete-time LQG mean field games with unreliable communication (2014)Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems (2015)Cooperative Fuzzy Games (1981)Coherent allocation of risk capital (2001)Intertemporal asset pricing under knightian uncertainty (2004)Evolutionary games on graphs (2007)Existence of an equilibrium for a competitive economy (2008)
this work references cited by second hop

References

  • 1950Equilibrium points in n -person games7,555 cited
  • 1979Mathematical methods of game and economic theory681 cited

Cited by

  • 2015Mean Field Stackelberg Games: Aggregation of Delayed Instructions59 cited
  • 2006Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method59 cited
  • 2014Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays40 cited
  • 2004Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback38 cited
  • 2016A class of nonzero-sum investment and reinsurance games subject to systematic risks38 cited
  • 2016A stochastic Nash equilibrium portfolio game between two DC pension funds32 cited
  • 2014Linear-Quadratic Mean Field Games32 cited
  • 2019Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game31 cited
  • 2007Two Different Approaches to Nonzero-Sum Stochastic Differential Games28 cited
  • 2011A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals20 cited

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