Pages that link to "Item:Q2348483"

The following pages link to Mean field games and systemic risk (Q2348483):

Displaying 50 items.

• A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
• Performance bounds for the mean-field limit of constrained dynamics (Q525571) (← links)
• Particle systems with singular interaction through hitting times: application in systemic risk modeling (Q670735) (← links)
• A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
• Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
• Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
• Existence and uniqueness result for mean field games with congestion effect on graphs (Q887163) (← links)
• \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
• Systemic risk and stochastic games with delay (Q1626502) (← links)
• Systemic risk and interbank lending (Q1626503) (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Discrete-time mean field partially observable controlled systems subject to common noise (Q1678478) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
• Directed chain stochastic differential equations (Q1986036) (← links)
• On the stability and the concentration of extended Kalman-Bucy filters (Q1990224) (← links)
• An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
• Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization (Q2068797) (← links)
• Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
• A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
• \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
• Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885) (← links)
• Exploratory LQG mean field games with entropy regularization (Q2116646) (← links)
• Backward propagation of chaos (Q2144343) (← links)
• Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
• MFGs for partially reversible investment (Q2145812) (← links)
• Extensions of the deep Galerkin method (Q2148058) (← links)
• DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
• Approximating Nash equilibrium for production control with sticky price (Q2157904) (← links)
• Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• From the master equation to mean field game limit theory: large deviations and concentration of measure (Q2184816) (← links)
• Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
• Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• Selection of equilibria in a linear quadratic mean-field game (Q2289819) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Large tournament games (Q2299589) (← links)
• On fairness of systemic risk measures (Q2308182) (← links)
• Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
• Bertrand and Cournot mean field games (Q2355309) (← links)
• Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)