A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1287/moor.2020.1071 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Analysis of a Finite State Many Player Game Using Its Master Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field game of controls and an application to trade crowding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2807034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Analysis of Mean-Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A probabilistic weak formulation of mean field games and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: An alternative approach to mean field game with major and minor players, and applications to herders impacts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic approach to finite state mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence, fluctuations and large deviations for finite state mean field games via the master equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solutions of Backward Stochastic Differential Equations on Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Tale of a Principal and Many, Many Agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4323296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence in Wasserstein distance of the empirical measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5526460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extended Deterministic Mean-Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous time finite state mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Socio-economic applications of finite state mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stability theorem of backward stochastic differential equations and its application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3908230 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field-game model for botnet defense in cyber-security / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation of continuous functions by Lipschitz functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential Martingales and Changes of Measure for Counting Processes / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1287/MOOR.2020.1071 / rank
 
Normal rank

Latest revision as of 15:35, 30 December 2024

scientific article; zbMATH DE number 7371740
Language Label Description Also known as
English
A Probabilistic Approach to Extended Finite State Mean Field Games
scientific article; zbMATH DE number 7371740

    Statements

    A Probabilistic Approach to Extended Finite State Mean Field Games (English)
    0 references
    0 references
    0 references
    15 July 2021
    0 references
    mean field games
    0 references
    finite state space
    0 references
    weak formulation of optimal control
    0 references
    approximative Nash equilibrium
    0 references
    Mckean-Vlasov BSDE
    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