Mean field games
From MaRDI portal
Publication:1000340
DOI10.1007/s11537-007-0657-8zbMath1156.91321OpenAlexW2038686546WikidataQ55881630 ScholiaQ55881630MaRDI QIDQ1000340
Jean-Michel Lasry, Pierre-Louis Lions
Publication date: 6 February 2009
Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/2263
Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Classical equilibrium statistical mechanics (general) (82B05) Elliptic equations and elliptic systems (35J99) Parabolic equations and parabolic systems (35K99) Mean field games (aspects of game theory) (91A16)
Related Items
Mean-field SDEs with jumps and nonlocal integral-PDEs, Small strong solutions for time-dependent mean field games with local coupling, A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions, Mean-field stochastic linear-quadratic optimal control with Markov jump parameters, Linear-quadratic mean field games, Decomposition and mean-field approach to mixed integer optimal compensation problems, A characterization of sub-game perfect equilibria for SDEs of mean-field type, Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis, Mean field type control with congestion, Parabolic Bellman-systems with mean field dependence, A probabilistic approach to mean field games with major and minor players, Opinion dynamics and stubbornness via multi-population mean-field games, Instability and bifurcation in a trend depending price formation model, Multivariable feedback particle filter, Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models, Mean field games with a dominating player, Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach, Malliavin method for optimal investment in financial markets with memory, Competition with high number of agents and a major one, Robust mean field games, Optimal vaccination strategies and rational behaviour in seasonal epidemics, Belief distorted Nash equilibria: introduction of a new kind of equilibrium in dynamic games with distorted information, Control of McKean-Vlasov dynamics versus mean field games, The concert queueing game: strategic arrivals with waiting and tardiness costs, On the planning problem for a class of mean field games, Stochastic differential games and energy-efficient power control, Multi-resolution large population stochastic differential games and their application to demand response management in the smart grid, Continuous time finite state mean field games, A stochastic maximum principle in mean-field optimal control problems for jump diffusions, Geodesics for a class of distances in the space of probability measures, A hierarchy of heuristic-based models of crowd dynamics, Optimal transport and large number of particles, Mean-field backward doubly stochastic differential equations and related SPDEs, Harnack inequality for mean-field stochastic differential equations, The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem, Gradient dynamics in population games: some basic results, On the Hughes' model for pedestrian flow: the one-dimensional case, A symmetry problem with applications to finance, Large-scale dynamics of mean-field games driven by local Nash equilibria, Modeling crowd dynamics by the mean-field limit approach, Hamilton-Jacobi equations in space of measures associated with a system of conservation laws, Dynamic Bertrand oligopoly, On a price formation free boundary model by Lasry and Lions: the Neumann problem, A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations, A general stochastic maximum principle for SDEs of mean-field type, Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance, The relaxed optimal control problem for mean-field SDEs systems and application, A two-mode mean-field optimal switching problem for the full balance sheet, Noncooperative differential games, Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case, Mean field games with nonlinear mobilities in pedestrian dynamics, Paladins as predators: invasive waves in a spatial evolutionary adversarial game, Sparse stabilization of dynamical systems driven by attraction and avoidance forces, Scalar conservation laws with rough (stochastic) fluxes, Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian, Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case, On the convergence of finite state mean-field games through \(\Gamma\)-convergence, Distributed output feedback control of Markov jump multi-agent systems, Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes, Rate control under heavy traffic with strategic servers, A generalization of the Hopf-Cole transformation for stationary mean-field games systems, Existence of a solution to an equation arising from the theory of mean field games, Decentralized control of discrete-time system with delay in mean field LQR problem, Control systems of interacting objects modeled as a game against nature under a mean field approach, Nonlinear elliptic systems and mean-field games, On solutions of mean field games with ergodic cost, Strategic thinking under social influence: scalability, stability and robustness of allocations, Mean field games: the master equation and the mean field limit, A Stefan-type stochastic moving boundary problem, Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource, Discrete time McKean-Vlasov control problem: a dynamic programming approach, A stochastic maximum principle for general mean-field systems, Mean field type control with congestion. II: An augmented Lagrangian method, A long-term mathematical model for mining industries, Mean field games for stochastic growth with relative utility, Performance bounds for the mean-field limit of constrained dynamics, Some non-standard Sobolev spaces, interpolation and its application to PDE, Asymptotics for a free boundary model in price formation, A maximum principle for SDEs of mean-field type, Some recent aspects of differential game theory, On a price formation free boundary model by Lasry and Lions, Mean-field reflected backward stochastic differential equations, High order variational numerical schemes with application to Nash-MFG vaccination games, A kinetic games framework for insurance plans, Balanced growth path solutions of a Boltzmann mean field game model for knowledge growth, Mean-field backward stochastic differential equations and related partial differential equations, A general characterization of the mean field limit for stochastic differential games, Weakly coupled mean-field game systems, Hölder stability for Serrin's overdetermined problem, Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals, Second order mean field games with degenerate diffusion and local coupling, Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits, Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach, Dynamic optimization of large-population systems with partial information, On the system of partial differential equations arising in mean field type control, A model problem for mean field games on networks, A semi-Lagrangian scheme for a degenerate second order mean field game system, Mean-field control and Riccati equations, Discrete time mean field games: the short-stage limit, On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes, Numerical methods for mean-field stochastic differential equations with jumps, A stochastic partial differential equation model for the pricing of mortgage-backed securities, On fractional and nonlocal parabolic mean field games in the whole space, \(N\)-player games and mean-field games with absorption, A stochastic Stefan-type problem under first-order boundary conditions, Dynamic equilibrium with randomly arriving players, A mean field game model for the evolution of cities, Learning and sparse control of multiagent systems, On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application, Approachability in population games, Normalized concentrating solutions to nonlinear elliptic problems, The selection problem for some first-order stationary mean-field games, Optimal stopping in mean field games, an obstacle problem approach, Linear-quadratic-Gaussian mean-field-game with partial observation and common noise, Some estimates for the planning problem with potential, Rates of convergence for the policy iteration method for mean field games systems, Concentration of ground states in stationary mean-field games systems, Necessary optimality conditions for optimal control problems in Wasserstein spaces, Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control, Systemic risk and interbank lending, Further PDE methods for weak KAM theory, Mean-field backward stochastic differential equations: A limit approach, A reference case for mean field games models, Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon, General mean-field BSDEs with continuous coefficients, Smoothing properties of McKean-Vlasov SDEs, Mean field game of controls and an application to trade crowding, One-dimensional stationary mean-field games with local coupling, Linear-quadratic mean-field-type games: a direct method, Mean-field games with a major player, Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs, Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise, Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems, Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information, The geometry of the semiclassical wave front set for Schrödinger eigenfunctions on the torus, Mean-field backward stochastic differential equations in general probability spaces, On a strong form of propagation of chaos for McKean-Vlasov equations, Sobolev regularity for first order mean field games, Evolutionary network games: equilibria from imitation and best response dynamics, Optimal social policies in mean field games, Discrete-time mean field partially observable controlled systems subject to common noise, Mean field control hierarchy, A maximum principle for mean-field SDEs with time change, The convergence problem in mean field games with local coupling, Mean field games of timing and models for bank runs, An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation, Metric gradient flows with state dependent functionals: the Nash-MFG equilibrium flows and their numerical schemes, Consensus via multi-population robust mean-field games, On the weak theory for mean field games systems, Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations, Existence and uniqueness result for mean field games with congestion effect on graphs, Mean-field Pontryagin maximum principle, Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics, A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon, Sobolev regularity for the first order Hamilton-Jacobi equation, Existence for stationary mean-field games with congestion and quadratic Hamiltonians, A variational approach to second order mean field games with density constraints: the stationary case, On a long range segregation model, Risk-sensitive mean-field-type games with \(L^p\)-norm drifts, Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case, Controlled mean-field backward stochastic differential equations with jumps involving the value function, Mean-field backward stochastic differential equations with subdifferential operator and its applications, Two numerical approaches to stationary mean-field games, A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow, Mean field games with congestion, Discrete-time mean-field stochastic \(H_2/H_\infty\) control, Existence and uniqueness of solutions for Bertrand and Cournot mean field games, Stable solutions in potential mean field game systems, On dynamic games with randomly arriving players, Total reward semi-Markov mean-field games with complementarity properties, Mean-field type games between two players driven by backward stochastic differential equations, One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach, Optimal individual strategies for influenza vaccines with imperfect efficacy and durability of protection, Price of anarchy in electric vehicle charging control games: when Nash equilibria achieve social welfare, Linear quadratic mean field Stackelberg differential games, Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs, Strong solutions of mean-field stochastic differential equations with irregular drift, Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations, Backward stochastic differential equations coupled with value function and related optimal control problems, Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations, Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem, Study on stability and stabilizability of discrete-time mean-field stochastic systems, Steering the distribution of agents in mean-field games system, On the existence of oscillating solutions in non-monotone mean-field games, A matrix approach to modeling and optimization for dynamic games with random entrance, Mean field production output control with sticky prices: Nash and social solutions, Time-dependent focusing mean-field games: the sub-critical case, A dynamic collective choice model with an advertiser, On distributed scheduling of flexible demand and Nash equilibria in the electricity market, Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise, Strong solutions for time-dependent mean field games with non-separable Hamiltonians, First-order, stationary mean-field games with congestion, Discrete time, finite state space mean field games, A simple mean field model for social interactions: dynamics, fluctuations, criticality, On the establishment of the Takagi lectures, Long-time behavior of first-order mean field games on Euclidean space, Variational time-fractional mean field games, Maximum principle for near-optimality of mean-field FBSDEs, Mean field systems on networks, with singular interaction through hitting times, Strategic advantages in mean field games with a major player, Game theoretic decentralized feedback controls in Markov jump processes, Uniqueness for linear-quadratic mean field games with common noise, Redefinition of belief distorted Nash equilibria for the environment of dynamic games with probabilistic beliefs, Equilibrium models with heterogeneous agents under rational expectations and its numerical solution, Finite state mean field games with Wright-Fisher common noise, Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule, Optimal control of conditioned processes with feedback controls, On the convergence of closed-loop Nash equilibria to the mean field game limit, Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime, Pathwise McKean-Vlasov theory with additive noise, Extended mean-field games, Global and local optimization in identification of parabolic systems, Existence and optimality conditions for relaxed mean-field stochastic control problems, An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables, Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study, Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition, Regularity via duality in calculus of variations and degenerate elliptic PDEs, Modeling and computation of mean field game with compound carbon abatement mechanisms, Maximum principle for delayed stochastic mean-field control problem with state constraint, Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance, Dynamic marketing policies with rating-sensitive consumers: a mean-field games approach, Controlling conservation laws. II: Compressible Navier-Stokes equations, Multiscale control of Stackelberg games, Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps, Mean field game for modeling of COVID-19 spread, A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes, Parameter sensitivity analysis for mean field games of production, \(N\)-player games and mean field games of moderate interactions, Long time behavior of the master equation in mean field game theory, Mean field games on prosumers, Regularity of the value function and quantitative propagation of chaos for mean field control problems, The planning problem in mean field games as regularized mass transport, From the master equation to mean field game limit theory: a central limit theorem, Decentralized strategies for finite population linear-quadratic-Gaussian games and teams, Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians, A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games, An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications, Controlling conservation laws. I: entropy-entropy flux, Sobolev regularity for nonlinear Poisson equations with Neumann boundary conditions on Riemannian manifolds, Mean field portfolio games with consumption, Classical and weak solutions to local first-order mean field games through elliptic regularity, Traveling waves for a nonlocal KPP equation and mean-field game models of knowledge diffusion, Analysis of the finite-state ergodic master equation, Sustainable management of tourist flow networks: a mean field model, A mathematical model for value estimation with public information and herding, On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations, On the existence of classical solutions for stationary extended mean field games, Stochastic nonlinear Fokker-Planck equations, Mean field game for linear-quadratic stochastic recursive systems, Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes, Connections between mean-field game and social welfare optimization, On an optimal control problem of time-fractional advection-diffusion equation, Competitive real options under private information, Preface: DGAA special issue on mean field games, A mean field capital accumulation game with HARA utility, Long time average of first order mean field games and weak KAM theory, Adaptive mean field games for large population coupled ARX systems with unknown coupling strength, Congested traffic equilibria and degenerate anisotropic PDEs, The derivation of ergodic mean field game equations for several populations of players, Linear-quadratic time-inconsistent mean field games, Preface: DGAA 2nd special issue on mean field games, Mean field games models -- a brief survey, Mean-field games and dynamic demand management in power grids, On the efficiency of equilibria in mean-field oscillator games, On the planning problem for the mean field games system, Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift, Selection of equilibria in a linear quadratic mean-field game, Preface: DGAA special issue on pursuit-evasion games and differential games with incomplete information, Risk-sensitive mean field games via the stochastic maximum principle, Backward-forward linear-quadratic mean-field games with major and minor agents, Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application, Large tournament games, Short time solution to the master equation of a first order mean field game, An extended mean field game for storage in smart grids, A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type, Restoring uniqueness to mean-field games by randomizing the equilibria, Career plans and wage structures: a mean field game approach, C\(^{1,1}\)-smoothness of constrained solutions in the calculus of variations with application to mean field games, Particle-without-particle: a practical pseudospectral collocation method for linear partial differential equations with distributional sources, Fourier approximation methods for first-order nonlocal mean-field games, The finite difference approximation preserving conjugate properties of the mean-field game equations, A variational approach to the mean field planning problem, Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula, Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach, Linear quadratic optimal control problems for mean-field backward stochastic differential equations, Deep relaxation: partial differential equations for optimizing deep neural networks, A mean-field optimal control formulation of deep learning, Approximations of two-dimensional mean field games with nonsymmetric controls, Mean-field-type games, Finite mean field games: fictitious play and convergence to a first order continuous mean field game, A maximum principle for fully coupled stochastic control systems of mean-field type, Large deviations of mean-field stochastic differential equations with jumps, A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations, The master equation in mean field theory, Multi-population mean field games systems with Neumann boundary conditions, A probabilistic weak formulation of mean field games and applications, A review of the mean field limits for Vlasov equations, Value functions in the Wasserstein spaces: finite time horizons, Mean field games via controlled martingale problems: existence of Markovian equilibria, Bertrand and Cournot mean field games, Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence, Stochastic differential games for crowd evacuation problems: a paradox, The duality method for mean field games systems, Preface to special issue on dynamic games for modeling and control of epidemics, Herd behaviors in epidemics: a dynamics-coupled evolutionary games approach, A simple multiscale method for mean field games, McKean-Vlasov optimal control: the dynamic programming principle, A potential approach for planning mean-field games in one dimension, Backward-forward linear-quadratic mean-field Stackelberg games, Random features for high-dimensional nonlocal mean-field games, Numerical methods for mean field games based on Gaussian processes and Fourier features, A class of hybrid LQG mean field games with state-invariant switching and stopping strategies, Second order local minimal-time mean field games, Particle approximation of one-dimensional mean-field games with local interactions, Backward propagation of chaos, Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence, MFGs for partially reversible investment, DeepSets and their derivative networks for solving symmetric PDEs, A mean field game inverse problem, Mean field games with monotonous interactions through the law of states and controls of the agents, Maximum principle for general partial information nonzero sum stochastic differential games and applications, \(L^p\) solution of general mean-field BSDEs with continuous coefficients, Unified reinforcement Q-learning for mean field game and control problems, A class of short-term models for the oil industry that accounts for speculative oil storage, Comparison theorems for multi-dimensional general mean-field BDSDES, Computational mean-field information dynamics associated with reaction-diffusion equations, Approximating Nash equilibrium for production control with sticky price, Existence of solutions to contact mean-field games of first order, Existence and non-existence for time-dependent mean field games with strong aggregation, The role of interventions in the cancer evolution-an evolutionary games approach, Mean field games of controls: finite difference approximations, Mean field control problems for vaccine distribution, Solving multispecies population games in continuous space and time, Geometry of information structures, strategic measures and associated stochastic control topologies, On first order mean field game systems with a common noise, A McKean-Vlasov game of commodity production, consumption and trading, Mean field models to regulate carbon emissions in electricity production, Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching, Linear quadratic mean field games with a major player: the multi-scale approach, \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications, Jet lag recovery: synchronization of circadian oscillators as a mean field game, Short-time existence for a general backward-forward parabolic system arising from mean-field games, Discrete-time ergodic mean-field games with average reward on compact spaces, Many-player games of optimal consumption and investment under relative performance criteria, From mean field games to the best reply strategy in a stochastic framework, Evolutionary, mean-field and pressure-resistance game modelling of networks security, An example of multiple mean field limits in ergodic differential games, Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments, The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance, Convergence to the mean field game limit: a case study, Non-coercive first order mean field games, An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations, Nonlinear diffusion equations with nonlinear gradient noise, From the master equation to mean field game limit theory: large deviations and concentration of measure, On quasi-stationary mean field games models, Deterministic limit of mean field games associated with nonlinear Markov processes, Deterministic mean field games with control on the acceleration, Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls, The Dyson and Coulomb games, Discrete processes and their continuous limits, Modeling and computation of mean field equilibria in producers' game with emission permits trading, On a mean field optimal control problem, The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities, Linear-quadratic mean field stochastic zero-sum differential games, Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems, Value iteration algorithm for mean-field games, Finite horizon mean field games on networks, Numerical solution of mean field games problems with turnpike effect, Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game, A fast approach to optimal transport: the back-and-forth method, Universal behavior in non-stationary mean field games, Differential inclusions in Wasserstein spaces: the Cauchy-Lipschitz framework, Fokker-Planck equations of jumping particles and mean field games of impulse control, Hopf-Cole transformation via generalized Schrödinger bridge problem, Stationary equilibria of mean field games with finite state and action space, A dynamic game approach for demand-side management: scheduling energy storage with forecasting errors, Random batch methods (RBM) for interacting particle systems, Mean field games and applications: numerical aspects, An introduction to mean field game theory, Lecture notes on variational mean field games, The Euler-Lagrange approximation of the mean field game for the planning problem, Convergence of some mean field games systems to aggregation and flocking models, Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model, On the asymptotic nature of first order mean field games, Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents, Continuous-time mean field games with finite state space and common noise, General mean-field BDSDEs with continuous coefficients, Social optima of backward linear-quadratic-Gaussian mean-field teams, Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations, Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays, Investigations to the dynamics of wealth distribution in a kinetic exchange model, A mean-field game approach to price formation, Analysis of Markovian competitive situations using nonatomic games, A mean field games model for finite mixtures of Bernoulli and categorical distributions, Open and closed loop Nash equilibria in games with a continuum of players, Equilibria of dynamic games with many players: existence, approximation, and market structure, Weak solutions to Fokker-Planck equations and mean field games, Asymptotics for a symmetric equation in price formation, \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps, Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise, Diversifications of Serrin's and related symmetry problems, MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH, A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type, On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications, PARADIGM SHIFT: A MEAN FIELD GAME APPROACH, Bellman equation and viscosity solutions for mean-field stochastic control problem, Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games, Short-time existence of solutions for mean-field games with congestion, Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition, Linear quadratic mean field game with control input constraint, A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method, Homogenization of a Mean Field Game System in the Small Noise Limit, Weak Solutions for First Order Mean Field Games with Local Coupling, Markov--Nash Equilibria in Mean-Field Games with Discounted Cost, Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities, Time-Dependent Mean-Field Games with Logarithmic Nonlinearities, Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints, Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes, A mean-field game model for homogeneous flocking, Global-in-time regularity via duality for congestion-penalized Mean Field Games, An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space, Robust mean field games for coupled Markov jump linear systems, Evolution of wealth in a non-conservative economy driven by local Nash equilibria, Partial differential equation models in macroeconomics, From Nash to Cournot–Nash equilibria via the Monge–Kantorovich problem, Mean-field sparse optimal control, Socio-economic applications of finite state mean field games, Partial differential equation models in the socio-economic sciences, Boltzmann-type control of opinion consensus through leaders, Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion, Mean Field Games with Singular Controls, Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type, Modeling behavioral social systems, Mean field games models of segregation, A Simple Explicit Operator-Splitting Method for Effective Hamiltonians, On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems, Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics, Learning in mean field games: The fictitious play, Mean field games: A toy model on an Erdös-Renyi graph., Proximal Methods for Stationary Mean Field Games with Local Couplings, Dynamic games with strategic complements and large number of players, A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise, Hamilton–Jacobi–Bellman Equations, Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions, Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets, A Mean Field Game of Optimal Stopping, The asymptotic behaviors of normalized ground states for nonlinear Schrödinger equations, Computational mean-field games on manifolds, Optimal control problems in transport dynamics, Weak solutions of mean-field stochastic differential equations, Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game, Stochastic Control with Delayed Information and Related Nonlinear Master Equation, Optimal partial transport problem with Lagrangian costs, On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG, On non-uniqueness in mean field games, Optimal density evolution with congestion: L∞ bounds via flow interchange techniques and applications to variational Mean Field Games, Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions, Mean-Field Leader-Follower Games with Terminal State Constraint, Parabolic Bellman Equations with Risk Control, From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand, Endogenous Formation of Limit Order Books: Dynamics Between Trades, On the relaxed mean-field stochastic control problem, COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS, A monotonic method for nonlinear optimal control problems with concave dependence on the state, Classical Solutions for a Nonlinear Fokker-Planck Equation Arising in Computational Neuroscience, McKean–Vlasov Limit in Portfolio Optimization, Recent advances in various fields of numerical probability, Analysis of a Finite State Many Player Game Using Its Master Equation, Lane Formation by Side-Stepping, Optimal Transport and Cournot-Nash Equilibria, Lax connection and conserved quantities of quadratic mean field games, A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics, Large deviation for mean-field stochastic differential equations with subdifferential operator, Stability of McKean–Vlasov stochastic differential equations and applications, Extended Deterministic Mean-Field Games, Stationary Mean Field Games Systems Defined on Networks, Time-dependent mean-field games in the superquadratic case, Approximation of solutions of mean-field stochastic differential equations, Cemracs 2017: numerical probabilistic approach to MFG, On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings, Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls, Mean-field linear-quadratic stochastic differential games in an infinite horizon, A policy iteration method for mean field games, Long time behavior and turnpike solutions in mildly non-monotone mean field games, Optimal collision avoidance in swarms of active Brownian particles, Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games, On a Boltzmann Mean Field Model for Knowledge Growth, Mean-Field Limits Beyond Ordinary Differential Equations, First Order Mean Field Games with Density Constraints: Pressure Equals Price, ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION, Stationary focusing mean-field games, A Generalized Newton Method for Homogenization of Hamilton--Jacobi Equations, Mean Field Stochastic Games with Discrete States and Mixed Players, A Note on Nonconvex Mean Field Games, An ergodic problem for Mean Field Games: qualitative properties and numerical simulations, The variational structure and time-periodic solutions for mean-field games systems, Displacement convexity for first-order mean-field games, Mean Field Control and Mean Field Game Models with Several Populations, Unnamed Item, A mean-field stochastic maximum principle via Malliavin calculus, Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization, Distribution dependent SDEs driven by additive continuous noise, Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games, A stochastic maximum principle for a stochastic differential game of a mean-field type, Distributed control of multi-agent systems with random parameters and a major agent, Stochastic maximum principle in the mean-field controls, Viscosity solutions of eikonal equations on topological networks, Control and Nash games with mean field effect, Existence of weak solutions to time-dependent mean-field games, Optimal control of multiagent systems in the Wasserstein space, Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG, Probabilistic approach to finite state mean field games, The initial value problem for the Euler equations of incompressible fluids viewed as a concave maximization problem, On the existence of solutions for stationary mean-field games with congestion, Ergodic behavior of control and mean field games problems depending on acceleration, A Fokker-Planck control framework for stochastic systems, On stationary fractional mean field games, Linear quadratic mean-field-game of backward stochastic differential systems, Population games and discrete optimal transport, Mean field linear-quadratic control: uniform stabilization and social optimality, A survey on dynamical transport distances, A continuous theory of traffic congestion and Wardrop equilibria, Market coordination under non-equilibrium dynamics, Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem, Convergence, fluctuations and large deviations for finite state mean field games via the master equation, Mean-field game modeling the bandwagon effect with activation costs, Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria, Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs, Partial derivative with respect to the measure and its application to general controlled mean-field systems, On the interaction between soft and hard sciences: the role of mathematical sciences. Looking ahead to research perspectives, A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games, Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions, On certain analytically solvable problems of mean field games theory, A polynomial-time method to compute all Nash equilibria solutions of a general two-person inspection game, Mean field games with state constraints: from mild to pointwise solutions of the PDE system, Extremal shift rule and viability property for mean field-type control systems, On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations, Monotone solutions for mean field games master equations: finite state space and optimal stopping, Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games, Homogenization of the backward-forward mean-field games systems in periodic environments, Weak existence and uniqueness for McKean-Vlasov SDEs with common noise, Mean-field linear-quadratic stochastic differential games, Existence theory for a time-dependent mean field games model of household wealth, Ergodic mean field games with Hörmander diffusions, Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes, A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games, Mean-field backward stochastic differential equations driven by fractional Brownian motion, A mean field games approach to cluster analysis, Numerical solution of mean field problem with limited management resource, The household behavior modeling based on mean field games approach, Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information, Master equation for the finite state space planning problem, Weak solutions for potential mean field games of controls, Secure discrete-time linear-quadratic mean-field games, Non coercive unbounded first order mean field games: the Heisenberg example, Dynamic pricing of new products in competitive markets: a mean-field game approach, A mean field approach for discounted zero-sum games in a class of systems of interacting objects, Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations, Semiconcavity and sensitivity analysis in mean-field optimal control and applications, Hybrid control for optimal visiting problems for a single player and for a crowd, Numerical study of the stock market crises based on mean field games approach, The entry and exit game in the electricity markets: a mean-field game approach, Approximation of an optimal control problem for the time-fractional Fokker-Planck equation, Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization, On some singular mean-field games, Splitting methods for a class of non-potential mean field games, Robust designs through risk sensitivity: an overview, Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria, On the mean field limit of the random batch method for interacting particle systems, A maximum principle for mean-field stochastic control system with noisy observation, Reinforcement learning and stochastic optimisation, Stationary fully nonlinear mean-field games, Mean field games with heterogeneous groups: application to banking systems, Submodular mean field games: existence and approximation of solutions, Control and optimal stopping mean field games: a linear programming approach, \(N\)-player games and mean-field games with smooth dependence on past absorptions, Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon, Solvability of a class of mean-field BSDEs with quadratic growth, Optimal control of diffusion processes with terminal constraint in law, Mean field games with common noises and conditional distribution dependent FBSDEs, Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps, Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity, Population games with instantaneous behavior and the Rosenzweig-MacArthur model, Vaccination in a large population: mean field equilibrium versus social optimum, Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon, Mean-field games of finite-fuel capacity expansion with singular controls, Multi-agent reinforcement learning: a selective overview of theories and algorithms, On monotone solutions of mean field games master equations, Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games, Mean field games of controls: propagation of monotonicities, Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games, Linear quadratic mean field social control with common noise: a directly decoupling method, PMP-based numerical solution for mean field game problem of general nonlinear system, Master equation for Cournot mean field games of control with absorption, Regularizing effects of the entropy functional in optimal transport and planning problems, A measure theoretical approach to the mean-field maximum principle for training NeurODEs, Essential stationary equilibria of mean field games with finite state and action space, Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case, Mean field portfolio games, Exploratory LQG mean field games with entropy regularization, Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs, Selection by vanishing common noise for potential finite state mean field games, Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence, On the stability of mean-field stochastic differential equations with irregular expectation functional, Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems, A variational approach to first order kinetic mean field games with local couplings, A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria, A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption, N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction, Equilibrium Model of Limit Order Books: A Mean-Field Game View, Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings, A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem, Robust mean field social control problems with applications in analysis of opinion dynamics, Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure, Comparing the best-reply strategy and mean-field games: The stationary case, Optimal vaccination strategy for a mean-field stochastic susceptible-infected-vaccinated system, Nonsmooth mean field games with state constraints, Second-order analysis of Fokker–Planck ensemble optimal control problems, A Class of Stochastic Games and Moving Free Boundary Problems, A numerical method to calculate multiple epidemic waves in COVID-19 with a realistic total number of people involved, Extended mean-field control problem with partial observation, Equilibrium price formation with a major player and its mean field limit, On classical solutions to the mean field game system of controls, Time discretizations of Wasserstein–Hamiltonian flows, A mean–variance acreage model, Mean Field Game Model for an Advertising Competition in a Duopoly, Dimension reduction techniques in deterministic mean field games, Existence theory for non-separable mean field games in Sobolev spaces, Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls, Stochastic Graphon Games: I. The Static Case, The Master Equation in a bounded domain with Neumann conditions, An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations, Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium, A probabilistic numerical method for a class of mean field games, Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls, A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes, The density evolution of the killed McKean–Vlasov process, Multipopulation Minimal-Time Mean Field Games, Deterministic Mean Field Games with Control on the Acceleration and State Constraints, Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise, Dynamic optimization problems for mean-field stochastic large-population systems, Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies, On the Random Batch Method for Second Order Interacting Particle Systems, Price formation model with zero-Neumann boundary condition, Control problem on space of random variables and master equation, Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions, On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games, A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems, Geodesics of minimal length in the set of probability measures on graphs, Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions, A Mean Field Competition, On Mean Field Games models for exhaustible commodities trade, Viability analysis of the first-order mean field games, A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels, On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures, Data assimilation in price formation, On the Approximation Error of Mean-Field Models, Mean Field Equilibria for Resource Competition in Spatial Settings, Remarks on Nash equilibria in mean field game models with a major player, An Infinite-Horizon Mean Field Game of Growth and Capital Accumulation: A Markov Chain Approximation Numerical Scheme and Its Challenges, Mean-field optimal control problem of SDDES driven by fractional Brownian Motion, Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach, Control Strategies for the Dynamics of Large Particle Systems, Stackelberg solution of first-order mean field game with a major player, Differential Games, Controlling Propagation of Epidemics via Mean-Field Control, Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations, Mild and weak solutions of Mean Field Games problem for linear control systems, Price of anarchy for Mean Field Games, Discrete-time average-cost mean-field games on Polish spaces, Leader formation with mean-field birth and death models, Dynamics and control for multi-agent networked systems: A finite-difference approach, Minimal-time mean field games, An entropy minimization approach to second-order variational mean-field games, New estimates on the regularity of the pressure in density‐constrained mean field games, Sparse stabilization and control of alignment models, Unnamed Item, One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit, Mean-field FBSDE and optimal control, Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls, Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case, Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting, A Fokker--Planck Approach to the Reconstruction of a Cell Membrane Potential, Controlled Markov chains with non-exponential discounting and distribution-dependent costs, First and second order optimality conditions for the control of Fokker-Planck equations, Robust linear quadratic mean field social control: A direct approach, Controllability Gramian and Kalman rank condition for mean-field control systems, Discrete-time mean field games with risk-averse agents, Social optima in leader-follower mean field linear quadratic control, A Probabilistic Approach to Extended Finite State Mean Field Games, Contact rate epidemic control of COVID-19: an equilibrium view, Mean reflected stochastic differential equations with jumps, Recent Developments in Controlled Crowd Dynamics, Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis, Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning, A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition, A Mean Field Game of Optimal Portfolio Liquidation, Terminal Ranking Games, Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory, Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics, Well-posedness of mean field games master equations involving non-separable local Hamiltonians, Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems, A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints, Extended Mean Field Games with Singular Controls, A stochastic PDE approach to large N problems in quantum field theory: A survey, Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model, Optimal transportation, modelling and numerical simulation, Turnpike in optimal control of PDEs, ResNets, and beyond, Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations, Mean Field Game Theory with a Partially Observed Major Agent, Opinion Dynamics in Social Networks through Mean-Field Games, Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem, Limit Theory for Controlled McKean--Vlasov Dynamics, Fracking, Renewables, and Mean Field Games, Optimal Execution with Identity Optionality, Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case, Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption, Wasserstein Hamiltonian Flow with Common Noise on Graph, Linear-quadratic mean field games of controls with non-monotone data, Stochastic programming with primal-dual dynamics: a mean-field game approach, Maximum principle for mean-field SDEs under model uncertainty, Mean-field limits for entropic multi-population dynamical systems, On numerical approximations of fractional and nonlocal mean field games, Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations, Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions, Error estimates of a theta-scheme for second-order mean field games, Navigation system-based routing strategies in traffic flows on networks, Discrete potential mean field games: duality and numerical resolution, Interbank lending with benchmark rates: Pareto optima for a class of singular control games, A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets, A stochastic maximum principle for partially observed general mean-field control problems with only weak solution, Mean field approximation of an optimal control problem for the continuity equation arising in smart charging, Sensitivity of MFG SEIR-HCD epidemiological model, Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk, Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls, Differential games for crowd dynamics and applications, Kullback–Leibler-Quadratic Optimal Control, An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics, Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions, Generalized conditional gradient and learning in potential mean field games, Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays, Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance, Unnamed Item, The Master Equation for Large Population Equilibriums, Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations, Dynamic programming for mean-field type control, Dynamic programming for mean-field type control, Optimal control of mean-field jump-diffusion systems with noisy memory, Mean-Field Game Strategies for Optimal Execution, A stochastic Evans-Aronsson problem, ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications, Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems, A Cucker--Smale Inspired Deterministic Mean Field Game with Velocity Interactions, Computational Methods for First-Order Nonlocal Mean Field Games with Applications, Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics, Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes, Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion, Model uncertainty stochastic mean-field control, Some remarks on mean field games, On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model, Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games, Hölder Continuity to Hamilton-Jacobi Equations with Superquadratic Growth in the Gradient and Unbounded Right-hand Side, On the mean field limit for Brownian particles with Coulomb interaction in 3D, A Collisionless Singular Cucker--Smale Model with Decentralized Formation Control, Mean field games under invariance conditions for the state space, Price formation and optimal trading in intraday electricity markets, Mean‐field games for multiagent systems with multiplicative noises, Rare Nash Equilibria and the Price of Anarchy in Large Static Games, A Tale of a Principal and Many, Many Agents, Mean Field Games for Modeling Crowd Motion, Mean-field optimal multi-modes switching problem: A balance sheet, Mean Field Games with Partial Observation, On the (In)efficiency of MFG Equilibria, On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness, Global Density Analysis for an Off-Lattice Agent-Based Model, Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions, The Supermarket Game, Time-Dependent Mean-Field Games in the Subquadratic Case, Mean Field Stackelberg Games: Aggregation of Delayed Instructions, OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS, Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit, Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty, A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps, Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem, Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures, Convergence of the Random Batch Method for Interacting Particles with Disparate Species and Weights, Modeling Rationality to Control Self-Organization of Crowds: An Environmental Approach, Long Time Results for a Weakly Interacting Particle System in Discrete Time, Mean-field stochastic H2/H∞ control with delay, Mean field games systems of first order, On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions, Correlated Equilibria and Mean Field Games: A Simple Model, McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations, Entropy Regularization for Mean Field Games with Learning, Mathematical models of self-propelled particles, Disordered high-dimensional optimal control, A family of interacting particle systems pinned to their ensemble average, Risk-sensitive mean field games with major and minor players, Classical solutions to local first-order extended mean field games, Deep Q-Learning for Nash Equilibria: Nash-DQN, Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach, Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem, A singular perturbation problem for mean field games of acceleration: application to mean field games of control, A Scalable Deep Learning Approach for Solving High-Dimensional Dynamic Optimal Transport, A mean field game model of firm-level innovation, On monotonicity conditions for mean field games, Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion, Monotone solutions for mean field games master equations: continuous state space and common noise, Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence, Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions, A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems, On mean-field super-Brownian motions, MF-OMO: An Optimization Formulation of Mean-Field Games, Viscosity Solutions for McKean–Vlasov Control on a Torus, Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type, Linear quadratic mean-field game with volatility uncertainty, Selected topics in mean field games, IMITATION, PROXIMITY, AND GROWTH — A COLLECTIVE SWARM DYNAMICS APPROACH, Hölder stability and uniqueness for the mean field games system via Carleman estimates, Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise, Unnamed Item, Discrete-time mean-field stochastic control with partial observations, Optimal control problems in transport dynamics with additive noise, Mean field games with absorption and common noise with a model of bank run, A class of dimension-free metrics for the convergence of empirical measures, A fictitious-play finite-difference method for linearly solvable mean field games, Random lift of set valued maps and applications to multiagent dynamics, Partially observed risk-sensitive stochastic control problems with non-convexity restriction, Evolution of Mixed Strategies in Monotone Games, A kernel formula for regularized Wasserstein proximal operators, Gaussian fluctuations for interacting particle systems with singular kernels, Generic properties of first-order mean field games, Deep neural network solution for finite state mean field game with error estimation, Partially observed discrete-time risk-sensitive mean field games, Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem, Scoring a goal optimally in a soccer game under Liouville-like quantum gravity action, Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L2 Representations, Distribution dependent SDEs driven by additive fractional Brownian motion, Synchronization in a Kuramoto mean field game, Dynamical optimal transport of nonlinear control-affine systems, High order computation of optimal transport, mean field planning, and potential mean field games, High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems, Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control, Subjective Equilibria Under Beliefs of Exogenous Uncertainty for Dynamic Games, Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction, Weak KAM approach to first-order mean field games with state constraints, Mean field games with branching, Mean-field coupled systems and self-consistent transfer operators: a review, Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space, Copuling population dynamics and diel migration patterns, Stochastic maximum principle for weighted mean-field system, Numerical schemes for fully coupled mean-field forward backward stochastic differential equations, Discrete approximation of stationary mean field games, A time-dependent switching mean-field game on networks motivated by optimal visiting problems, Exact Controllability of Fokker–Planck Equations and McKean–Vlasov SDEs, Polarization and coherence in mean field games driven by private and social utility, Closed-loop convergence for mean field games with common noise, An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games, Mean field games for diel vertical migration with diffusion, The mean field games system: Carleman estimates, Lipschitz stability and uniqueness, Dynamic Cournot-Nash equilibrium: the non-potential case, Unique continuation for a mean field game system, General coupled mean-field reflected forward-backward stochastic differential equations, Stationary equilibria and their stability in a Kuramoto MFG with strong interaction, Weak and Renormalized Solutions to a Hypoelliptic Mean Field Games System, On the mean field games system with lateral Cauchy data via Carleman estimates, Artificial intelligence for COVID-19 spread modeling, Optimal investment in a large population of competitive and heterogeneous agents, Minimal solutions of master equations for extended mean field games, Optimal strategies for large-scale pursuers against one evader: a mean field game-based hierarchical control approach, Collective behaviors of stochastic agent-based models and applications to finance and optimization, The Convergence Problem in Mean Field Games with Neumann Boundary Conditions, Integrability in the weak noise theory, Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps, Graphon mean-field control for cooperative multi-agent reinforcement learning, Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls, Optimal control problems of nonlocal interaction equations, Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations, A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain, Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning, The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition, A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications, A fast proximal gradient method and convergence analysis for dynamic mean field planning, A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport, Linear-quadratic delayed mean-field social optimization, Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces, A class of optimal control problems of forward-backward systems with input constraint, Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions, Optimal lock-down intensity: a stochastic pandemic control approach of path integral, Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem, A mean field model for the development of renewable capacities, Trading with the crowd, A myopic adjustment process for mean field games with finite state and action space, Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms, On mean-field control problems for backward doubly stochastic systems, Existence and computation of stationary solutions for congestion-type mean field games via bifurcation theory and forward-forward problems, A Hessian-dependent functional with free boundaries and applications to mean-field games, Crowd evacuation of pairs of pedestrians, Linear-quadratic-Gaussian mean-field controls of social optima, Bridging mean-field games and normalizing flows with trajectory regularization, Q-learning in regularized mean-field games, Reinforcement learning for non-stationary discrete-time linear-quadratic mean-field games in multiple populations, Adaptive constraint satisfaction for Markov decision process congestion games: application to transportation networks, Mean-field doubly reflected backward stochastic differential equations, Approximation of \(N\)-player stochastic games with singular controls by mean field games, On the near-viability property of controlled mean-field flows, Principal-agent problem with multiple principals, A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability, Mean field games of controls: on the convergence of Nash equilibria, Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension, Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games, Inverse problems for mean field games, Ergodic control of McKean-Vlasov SDEs and associated Bellman equation, Propagation of chaos of forward-backward stochastic differential equations with graphon interactions, On a class of McKean-Vlasov stochastic functional differential equations with applications, Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise, Time-inconsistent LQ games for large-population systems and applications, Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions, A coefficient inverse problem for the mean field games system, A Discrete Weak KAM Method for First-Order Stationary Mean Field Games, Splitting methods and short time existence for the master equations in mean field games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Mean field games. I: The stationary case
- Towards a self-consistent theory of volatility
- Mean field games. II: Finite horizon and optimal control
- First order asymptotics of matrix integrals; a rigorous approach towards the understanding of matrix models
- Large deviations asymptotics for spherical integrals
- Asymmetric information and imperfect competition in a continuous time multivariate security model
- Market Volatility and Feedback Effects from Dynamic Hedging
- Continuous Auctions and Insider Trading
- Ergodic Bellman systems for stochastic games in arbitrary dimension
- Markets with a Continuum of Traders
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations