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Dynamic Optimization of Large-Population Systems with Partial Information
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  • 2007Mean field games2,638 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 1999Stochastic Controls1,243 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
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  • 1999Forward-Backward Stochastic Differential Equations and Their Applications258 cited
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  • 2015Linear-Quadratic Mean Field Games233 cited
  • 2012A mean-field stochastic maximum principle via Malliavin calculus

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155 cited
  • 2009The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information129 cited
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