Selection of equilibria in a linear quadratic mean-field game (Q2289819): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q127856236, #quickstatements; #temporary_batch_1722493470212
 
(3 intermediate revisions by 3 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2889330615 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1808.09137 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-noise solutions of linear transport equations without uniqueness: An example / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small random perturbations of peano phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solutions of some linear-quadratic mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some remarks on mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic particle method for the McKean-Vlasov and the Burgers equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Master Equation and the Convergence Problem in Mean Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Analysis of Mean-Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Theory of Mean Field Games with Applications I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Theory of Mean Field Games with Applications II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of McKean-Vlasov dynamics versus mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games with common noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games and systemic risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical method for FBSDEs of McKean-Vlasov type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness of Solutions of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Restoring uniqueness to mean-field games by randomizing the equilibria / rank
 
Normal rank
Property / cites work
 
Property / cites work: The transition point in the zero noise limit for a 1D Peano example / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noise Prevents Collapse of Vlasov-Poisson Point Charges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak existence and uniqueness for forward-backward SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the connection between symmetric \(N\)-player games and mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness of the transport equation by stochastic perturbation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of a solution to an equation arising from the theory of mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete time, finite state space mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A singular large deviations phenomenon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Games and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on nonlinear hyperbolic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: The small noise limit of order-based diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong solutions of stochastic equations with singular time dependent drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4125215 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of closed-loop Nash equilibria to the mean field game limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general characterization of the mean field limit for stochastic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5562267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. I: The stationary case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. II: Finite horizon and optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3415742 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: On well-posedness of forward-backward SDEs -- a unified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4247643 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise Error Estimates for Scalar Conservation Laws with Piecewise Smooth Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity methods for piecewise smooth solutions to scalar conservation laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness for linear-quadratic mean field games with common noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero noise limits using local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868552 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127856236 / rank
 
Normal rank

Latest revision as of 07:25, 1 August 2024

scientific article
Language Label Description Also known as
English
Selection of equilibria in a linear quadratic mean-field game
scientific article

    Statements

    Selection of equilibria in a linear quadratic mean-field game (English)
    0 references
    0 references
    0 references
    24 January 2020
    0 references
    mean-field game
    0 references
    common noise
    0 references
    \(N\)-player game
    0 references
    selection of equilibria
    0 references
    Peano phenomenon
    0 references
    vanishing viscosity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references