Mean field games (Q1000340): Difference between revisions

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+Markets with a Continuum of Traders
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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+Q3313738
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+Ergodic Bellman systems for stochastic games in arbitrary dimension
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+The Pricing of Options and Corporate Liabilities
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+First order asymptotics of matrix integrals; a rigorous approach towards the understanding of matrix models
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+Large deviations asymptotics for spherical integrals
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+Continuous Auctions and Insider Trading
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+Towards a self-consistent theory of volatility
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+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
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+Mean field games. II: Finite horizon and optimal control
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+Asymmetric information and imperfect competition in a continuous time multivariate security model
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+Q4893762
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+Q4905685
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