A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047): Difference between revisions

@@ Property / cites work @@
+Partial differential equation models in macroeconomics
+Normal rank
@@ Property / cites work @@
+An extended mean field game for storage in smart grids
+Normal rank
@@ Property / cites work @@
+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Mean field forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+Normal rank
@@ Property / cites work @@
+Price dynamics for electricity in smart grid via mean-field-type games
+Normal rank
@@ Property / cites work @@
+Random economies with many interacting agents
@@ Property / cites work: Random economies with many interacting agents / rank @@
+Normal rank
@@ Property / cites work @@
+A Mean Field Game of Optimal Portfolio Liquidation
+Normal rank
@@ Property / cites work @@
+Mean-Field Leader-Follower Games with Terminal State Constraint
+Normal rank
@@ Property / cites work @@
+The Dynamics of Inequality
@@ Property / cites work: The Dynamics of Inequality / rank @@
+Normal rank
@@ Property / cites work @@
+Q5500590
@@ Property / cites work: Q5500590 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity Theory for Mean-Field Game Systems
@@ Property / cites work: Regularity Theory for Mean-Field Game Systems / rank @@
+Normal rank
@@ Property / cites work @@
+A mean-field game approach to price formation
@@ Property / cites work: A mean-field game approach to price formation / rank @@
+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 @@
+Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
+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. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Q4902563
@@ Property / cites work: Q4902563 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations
@@ Property / cites work: Backward Stochastic Differential Equations / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3009913344
@@ Property / OpenAlex ID: W3009913344 / rank @@
+Normal rank