The following pages link to (Q2807034):
Displayed 50 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games (Q1726900) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Ergodic mean field games with Hörmander diffusions (Q1800858) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- A stochastic representation for the solution of approximated mean curvature flow (Q2065598) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Submodular mean field games: existence and approximation of solutions (Q2075320) (← links)
- Propagation of chaos: a review of models, methods and applications. I: Models and methods (Q2088752) (← links)
- Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems (Q2203457) (← links)
- Asymptotics for optimal controls for horizontal mean curvature flow (Q2208214) (← links)
- A dynamic pricing game for general insurance market (Q2226275) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
- Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845) (← links)
- On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
- Principal-Agent Problem with Common Agency Without Communication (Q4579842) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
- Stochastic differential games and inverse optimal control and stopper policies (Q4967682) (← links)
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013) (← links)
- A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643) (← links)
- Cauchy Theory for General Kinetic Vicsek Models in Collective Dynamics and Mean-Field Limit Approximations (Q5037711) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (Q5136744) (← links)
- Data assimilation: The Schrödinger perspective (Q5230525) (← links)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
- The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (Q6044245) (← links)
- Synchronization in a Kuramoto mean field game (Q6085533) (← links)