Convergence to the mean field game limit: a case study (Q2180385): Difference between revisions

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+The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions
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+Explicit solutions of some linear-quadratic mean field games
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+Mean Field Games and Mean Field Type Control Theory
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+Optimal stopping in mean field games, an obstacle problem approach
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+Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach
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+Stable solutions in potential mean field game systems
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+\(N\)-player games and mean-field games with absorption
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+The Master Equation and the Convergence Problem in Mean Field Games
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+Probabilistic Theory of Mean Field Games with Applications I
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+Probabilistic Theory of Mean Field Games with Applications II
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+Mean field games of timing and models for bank runs
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+On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
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+Probabilistic approach to finite state mean field games
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+Selection of equilibria in a linear quadratic mean-field game
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+Bank Runs, Deposit Insurance, and Liquidity
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+On the connection between symmetric \(N\)-player games and mean field games
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+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+A general characterization of the mean field limit for stochastic differential games
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+On the convergence of closed-loop Nash equilibria to the mean field game limit
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+Mean field games. I: The stationary case
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+Mean field games. II: Finite horizon and optimal control
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+Mean field games
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+On the number of crossings of empirical distribution functions
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+A Mean Field Game of Optimal Stopping
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+A Mean Field Competition
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+A Remark on Stirling's Formula
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+A filtered version of the bipolar theorem of Brannath and Schachermayer
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