On mean field games with common noise and McKean-Vlasov SPDEs (Q5378406): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2939677525
@@ Property / OpenAlex ID: W2939677525 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04594
@@ Property / arXiv ID: 1506.04594 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
+Normal rank
@@ Property / cites work @@
+Q3128639
@@ Property / cites work: Q3128639 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle representations for a class of nonlinear SPDEs
+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 @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+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 @@
+Mean field games with common noise
@@ Property / cites work: Mean field games with common noise / rank @@
+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 @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
+Normal rank
@@ Property / cites work @@
+Preface: DGAA special issue on mean field games
@@ Property / cites work: Preface: DGAA special issue on mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Applications
@@ Property / cites work: Mean Field Games and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games models -- a brief survey
@@ Property / cites work: Mean field games models -- a brief survey / rank @@
+Normal rank
@@ Property / cites work @@
+Long Time Average of Mean Field Games with a Nonlocal Coupling
+Normal rank
@@ Property / cites work @@
+A probabilistic weak formulation of mean field games and applications
+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 @@
+On the existence of classical solutions for stationary extended mean field games
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Convergence of a Finite Difference Method
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Mean-Field Games
@@ Property / cites work: Risk-Sensitive Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Socio-economic applications of finite state mean field games
+Normal rank
@@ Property / cites work @@
+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
+Normal rank
@@ Property / cites work @@
+Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+The master equation in mean field theory
@@ Property / cites work: The master equation in mean field theory / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic McKean-Vlasov equations
@@ Property / cites work: Stochastic McKean-Vlasov equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3559179
@@ Property / cites work: Q3559179 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
+Normal rank
@@ Property / cites work @@
+On the chaotic character of the stochastic heat equation, before the onset of intermitttency
+Normal rank
@@ Property / cites work @@
+Small time and semiclassical asymptotics for stochastic heat equations driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
+Normal rank
@@ Property / cites work @@
+Q5286659
@@ Property / cites work: Q5286659 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications
+Normal rank
@@ Property / Wikidata QID @@
+Q128037815
@@ Property / Wikidata QID: Q128037815 / rank @@
+Normal rank