Analysis of the finite-state ergodic master equation (Q2694468): Difference between revisions

@@ Property / DOI @@
-.1007/s00245-022-09954-0
@@ Property / DOI: 10.1007/s00245-022-09954-0 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4360985384
@@ Property / OpenAlex ID: W4360985384 / rank @@
+Normal rank
@@ Property / cites work @@
+On solutions of mean field games with ergodic cost
+Normal rank
@@ Property / cites work @@
+Finite State Mean Field Games with Wright–Fisher Common Noise as Limits of<i>N</i>-Player Weighted Games
+Normal rank
@@ Property / cites work @@
+Finite state mean field games with Wright-Fisher common noise
+Normal rank
@@ Property / cites work @@
+Analysis of a Finite State Many Player Game Using Its Master Equation
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Monotone solutions for mean field games master equations: finite state space and optimal stopping
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
+Normal rank
@@ Property / cites work @@
+The Master Equation and the Convergence Problem in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Long Time Average of Mean Field Games with a Nonlocal Coupling
+Normal rank
@@ Property / cites work @@
+Long time behavior of the master equation in mean field game theory
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+Normal rank
@@ Property / cites work @@
+Convergence, fluctuations and large deviations for finite state mean field games via the master equation
+Normal rank
@@ Property / cites work @@
+Numerical method for FBSDEs of McKean-Vlasov type
@@ Property / cites work: Numerical method for FBSDEs of McKean-Vlasov type / rank @@
+Normal rank
@@ Property / cites work @@
+From the master equation to mean field game limit theory: a central limit theorem
+Normal rank
@@ Property / cites work @@
+From the master equation to mean field game limit theory: large deviations and concentration of measure
+Normal rank
@@ Property / cites work @@
+Q3996911
@@ Property / cites work: Q3996911 / rank @@
+Normal rank
@@ Property / cites work @@
+The derivation of ergodic mean field game equations for several populations of players
+Normal rank
@@ Property / cites work @@
+Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
+Normal rank
@@ Property / cites work @@
+Existence of a solution to an equation arising from the theory of mean field games
+Normal rank
@@ Property / cites work @@
+Continuous time finite state mean field games
@@ Property / cites work: Continuous time finite state mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Time, Finite State Space Mean Field Games
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov decision processes. Theory and applications
+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 @@
+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 @@
+Discrete-time ergodic mean-field games with average reward on compact spaces
+Normal rank
@@ Property / cites work @@
+Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
+Normal rank
@@ Property / DOI @@
+.1007/S00245-022-09954-0
@@ Property / DOI: 10.1007/S00245-022-09954-0 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2694468