Analysis of the finite-state ergodic master equation
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Cites work
- Analysis of a Finite State Many Player Game Using Its Master Equation
- Continuous time finite state mean field games
- Continuous-time Markov decision processes. Theory and applications
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- Discrete time, finite state space mean field games
- Discrete-time ergodic mean-field games with average reward on compact spaces
- Existence of a solution to an equation arising from the theory of mean field games
- Finite state mean field games with Wright-Fisher common noise
- Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
- From the master equation to mean field game limit theory: a central limit theorem
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- scientific article; zbMATH DE number 46732 (Why is no real title available?)
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Long time average of mean field games with a nonlocal coupling
- Long time behavior of the master equation in mean field game theory
- Mean field games
- Mean field games and mean field type control theory
- Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean-field stochastic differential equations and associated PDEs
- Monotone solutions for mean field games master equations: finite state space and optimal stopping
- Numerical method for FBSDEs of McKean-Vlasov type
- On solutions of mean field games with ergodic cost
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- The derivation of ergodic mean field game equations for several populations of players
- The Master Equation and the Convergence Problem in Mean Field Games
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
Cited in
(10)- Long time behavior of the master equation in mean field game theory
- Analysis of a Finite State Many Player Game Using Its Master Equation
- Analysis of the Finite-State Ergodic Master Equation
- Master equations for finite state mean field games with nonlinear activations
- Uniform-in-time convergence rates to a nonlinear Markov chain for mean-field interacting jump processes
- Continuous-time persuasion by filtering
- Generalized pair-wise logit dynamic and its connection to a mean field game: theoretical and computational investigations focusing on resource management
- Deep backward and Galerkin methods for the finite state master equation
- Turnpike properties in linear quadratic Gaussian N-player differential games
- A mean field Jacobi process for modeling sustainable tourism
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