From the master equation to mean field game limit theory: large deviations and concentration of measure (Q2184816): Difference between revisions

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+.08550
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+Analysis of a Finite State Many Player Game Using Its Master Equation
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+Methode de laplace: etude variationnelle des fluctuations de diffusions de type
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+Q3313738
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+The master equation in mean field theory
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+On the interpretation of the master equation
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+Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
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+Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
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+Quantitative concentration inequalities for empirical measures on non-compact spaces
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+Large deviation properties of weakly interacting processes via weak convergence methods
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+The Master Equation and the Convergence Problem in Mean Field Games
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+The Master Equation for Large Population Equilibriums
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+Probabilistic Theory of Mean Field Games with Applications I
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+Probabilistic Theory of Mean Field Games with Applications II
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+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
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+A probabilistic approach to mean field games with major and minor players
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+Probabilistic approach to finite state mean field games
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+Convergence, fluctuations and large deviations for finite state mean field games via the master equation
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+A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
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+Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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+From the master equation to mean field game limit theory: a central limit theorem
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+Large deviations techniques and applications.
@@ Property / cites work: Large deviations techniques and applications. / rank @@
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+Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
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+On the form of the large deviation rate function for the empirical measures of weakly interacting systems
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+On the connection between symmetric \(N\)-player games and mean field games
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+On the rate of convergence in Wasserstein distance of the empirical measure
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+Existence of a solution to an equation arising from the theory of mean field games
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+A characterization of dimension free concentration in terms of transportation inequalities
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+Transport Inequalities. A Survey
@@ Property / cites work: Transport Inequalities. A Survey / rank @@
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+Mean rates of convergence of empirical measures in the Wasserstein metric
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+A general characterization of the mean field limit for stochastic differential games
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+Rare Nash Equilibria and the Price of Anarchy in Large Static Games
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+Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria
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+Mean field games
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+Q2756809
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+A note on the differentiability of conjugate functions
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+Q5670045
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+Q3358031
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+Transportation Cost Inequalities for Diffusions Under Uniform Distance
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+Sanov's theorem in the Wasserstein distance: a necessary and sufficient condition
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+Publication:2184816