Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077): Difference between revisions

Latest revision as of 21:27, 28 July 2024

scientific article; zbMATH DE number 7523118

Language	Label	Description	Also known as
English	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations	scientific article; zbMATH DE number 7523118

Statements

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6 May 2022

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full work available at URL

https://arxiv.org/abs/1911.11501

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https://www.heldermann.de/MTA/MTA07/MTA071/mta07001.htm

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zbMATH Keywords

mean field game

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mean field type control

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FBSDE of McKean-Vlasov type

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MaRDI profile type

MaRDI publication profile

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arXiv classification

math.PR

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q-fin.MF

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cites work

Mean field games models of segregation

0 references

Partial differential equation models in macroeconomics

0 references

An extended mean field game for storage in smart grids

0 references

Mean Field Games With Parametrized Followers

0 references

Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays

0 references

Mean Field Stackelberg Games: Aggregation of Delayed Instructions

0 references

Mean Field Games and Mean Field Type Control Theory

0 references

Mean Field Control and Mean Field Game Models with Several Populations

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Linear-quadratic mean field games

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Weak Convergence of Measures

0 references

Mean field forward-backward stochastic differential equations

0 references

Probabilistic Analysis of Mean-Field Games

0 references

Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics

0 references

Probabilistic Theory of Mean Field Games with Applications I

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Probabilistic Theory of Mean Field Games with Applications II

0 references

Mean field games with common noise

0 references

Mean field games and systemic risk

0 references

A probabilistic weak formulation of mean field games and applications

0 references

A probabilistic approach to mean field games with major and minor players

0 references

Mean‐field games with differing beliefs for algorithmic trading

0 references

Multi-population mean field games systems with Neumann boundary conditions

0 references

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.

0 references

Solving high-dimensional partial differential equations using deep learning

0 references

The derivation of ergodic mean field game equations for several populations of players

0 references

Price formation and optimal trading in intraday electricity markets

0 references

A Mean Field Game of Optimal Portfolio Liquidation

0 references

Mean-Field Leader-Follower Games with Terminal State Constraint

0 references

A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition

0 references

Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs

0 references

Continuous time finite state mean field games

0 references

Q5500590

0 references

Regularity Theory for Mean-Field Game Systems

0 references

Mean-Field Game Strategies for Optimal Execution

0 references

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

0 references

Quadratic BSDEs with jumps: a fixed-point approach

0 references

Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

0 references

Mean field games via controlled martingale problems: existence of Markovian equilibria

0 references

A general characterization of the mean field limit for stochastic differential games

0 references

Limit Theory for Controlled McKean--Vlasov Dynamics

0 references

Mean field games. I: The stationary case

0 references

Mean field games. II: Finite horizon and optimal control

0 references

Mean field games

0 references

Forward-backward stochastic differential equations and their applications

0 references

A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem

0 references

Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players

0 references

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

0 references

Continuous-time stochastic control and optimization with financial applications

0 references

A fixed-point farrago

0 references

Q3358031

0 references

Ein Fixpunktsatz

0 references

Backward Stochastic Differential Equations

0 references

Identifiers

zbMATH Open document ID

1492.91043

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Mathematics Subject Classification ID

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0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5074077

@@ Property / cites work @@
+Mean field games models of segregation
@@ Property / cites work: Mean field games models of segregation / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equation models in macroeconomics
+Normal rank
@@ Property / cites work @@
+An extended mean field game for storage in smart grids
+Normal rank
@@ Property / cites work @@
+Mean Field Games With Parametrized Followers
@@ Property / cites work: Mean Field Games With Parametrized Followers / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
+Normal rank
@@ Property / cites work @@
+Mean Field Stackelberg Games: Aggregation of Delayed Instructions
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Mean Field Control and Mean Field Game Models with Several Populations
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Convergence of Measures
@@ Property / cites work: Weak Convergence of Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field forward-backward stochastic differential equations
+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 @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+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 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 @@
+A probabilistic approach to mean field games with major and minor players
+Normal rank
@@ Property / cites work @@
+Mean‐field games with differing beliefs for algorithmic trading
+Normal rank
@@ Property / cites work @@
+Multi-population mean field games systems with Neumann boundary conditions
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+The derivation of ergodic mean field game equations for several populations of players
+Normal rank
@@ Property / cites work @@
+Price formation and optimal trading in intraday electricity markets
+Normal rank
@@ Property / cites work @@
+A Mean Field Game of Optimal Portfolio Liquidation
+Normal rank
@@ Property / cites work @@
+Mean-Field Leader-Follower Games with Terminal State Constraint
+Normal rank
@@ Property / cites work @@
+A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
+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 @@
+Q5500590
@@ Property / cites work: Q5500590 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity Theory for Mean-Field Game Systems
@@ Property / cites work: Regularity Theory for Mean-Field Game Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Field Game Strategies for Optimal Execution
@@ Property / cites work: Mean-Field Game Strategies for Optimal Execution / rank @@
+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 @@
+Quadratic BSDEs with jumps: a fixed-point approach
+Normal rank
@@ Property / cites work @@
+Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
+Normal rank
@@ Property / cites work @@
+Mean field games via controlled martingale problems: existence of Markovian equilibria
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Limit Theory for Controlled McKean--Vlasov Dynamics
+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 @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+A fixed-point farrago
@@ Property / cites work: A fixed-point farrago / rank @@
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Ein Fixpunktsatz
@@ Property / cites work: Ein Fixpunktsatz / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations
@@ Property / cites work: Backward Stochastic Differential Equations / rank @@
+Normal rank