A Mean Field Game of Optimal Stopping (Q4610159): Difference between revisions

@@ Property / cites work @@
+Markets with a Continuum of Traders
@@ Property / cites work: Markets with a Continuum of Traders / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit solutions of some linear-quadratic mean field games
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games: the master equation and the mean field limit
+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 @@
+The Master Equation for Large Population Equilibriums
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+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 of timing and models for bank runs
+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 @@
+A probabilistic weak formulation of mean field games and applications
+Normal rank
@@ Property / cites work @@
+Bank Runs, Deposit Insurance, and Liquidity
@@ Property / cites work: Bank Runs, Deposit Insurance, and Liquidity / rank @@
+Normal rank
@@ Property / cites work @@
+The exact law of large numbers for independent random matching
+Normal rank
@@ Property / cites work @@
+On the connection between symmetric \(N\)-player games and mean field games
+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 @@
+Mean Field Games and Applications
@@ Property / cites work: Mean Field Games and Applications / 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 stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Construction of Stationary Markov Equilibria in a Strategic Market Game
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Credit Risk Modeling
@@ Property / cites work: Credit Risk Modeling / 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 @@
+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 @@
+Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
+Normal rank
@@ Property / cites work @@
+On existence of rich Fubini extensions
@@ Property / cites work: On existence of rich Fubini extensions / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty
+Normal rank
@@ Property / cites work @@
+The exact law of large numbers via Fubini extension and characterization of insurable risks
+Normal rank
@@ Property / cites work @@
+Individual risk and Lebesgue extension without aggregate uncertainty
+Normal rank
@@ Property / OpenAlex ID @@
+W2963651811
@@ Property / OpenAlex ID: W2963651811 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q130109661
@@ Property / Wikidata QID: Q130109661 / rank @@
+Normal rank