Mean Field Game Theory with a Partially Observed Major Agent (Q5298491): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+On the Relation of Zakai’s and Mortensen’s Equations
+Normal rank
@@ Property / cites work @@
+Q3997913
@@ Property / cites work: Q3997913 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games with a dominating player
@@ Property / cites work: Mean field games with a dominating player / rank @@
+Normal rank
@@ Property / cites work @@
+Sobolev functions on infinite-dimensional domains
@@ Property / cites work: Sobolev functions on infinite-dimensional domains / rank @@
+Normal rank
@@ Property / cites work @@
+Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
+Normal rank
@@ Property / cites work @@
+$\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
+Normal rank
@@ Property / cites work @@
+The Master Equation for Large Population Equilibriums
+Normal rank
@@ Property / cites work @@
+Mean field games with common noise
@@ Property / cites work: Mean field games with common noise / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic approach to mean field games with major and minor players
+Normal rank
@@ Property / cites work @@
+Q3086327
@@ Property / cites work: Q3086327 / rank @@
+Normal rank
@@ Property / cites work @@
+Sobolev spaces on an arbitrary metric space
@@ Property / cites work: Sobolev spaces on an arbitrary metric space / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward semilinear stochastic evolution equation
+Normal rank
@@ Property / cites work @@
+Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3217380
@@ Property / cites work: Q3217380 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959912
@@ Property / cites work: Q3959912 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3336457
@@ Property / cites work: Q3336457 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+On a characterization of the Sobolev spaces over an abstract Wiener space
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3503154
@@ Property / cites work: Q3503154 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5298491