Mean-field-type games
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Cites work
- scientific article; zbMATH DE number 3617947 (Why is no real title available?)
- scientific article; zbMATH DE number 3195732 (Why is no real title available?)
- A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
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- Anonymous sequential games
- Deterministic mean-field ensemble Kalman filtering
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- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
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- Mean field games
- Mean field games and mean field type control theory
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field backward stochastic differential equations: A limit approach
- Nonlinear SDEs driven by L\'evy processes and related PDEs
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Risk-Sensitive Mean-Field Type Control Under Partial Observation
- Risk-sensitive mean-field-type games with L^p-norm drifts
- Stochastic Games
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
- Stochastic maximum principle in the mean-field controls
- The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
- The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
Cited in
(20)- Risk-sensitive mean-field-type games with L^p-norm drifts
- Mean Field Games with Partial Observation
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- A stability property in mean field type differential games
- Mean field control and mean field game models with several populations
- Hierarchical mean-field type control of price dynamics for electricity in smart grid
- Mean field games with a dominating player
- Robust mean field games
- COVID-19: data-driven mean-field-type game perspective
- A mean field game model of firm-level innovation
- Bertrand and Cournot mean field games
- Mean field games and mean field type control theory
- Mean-field-type games with jump and regime switching
- Generic properties of first-order mean field games
- Linear-quadratic mean-field-type games: a direct method
- Central schemes for mean field games
- Master adjoint systems in mean-field-type games
- Mean-field type games between two players driven by backward stochastic differential equations
- A Mean Field Competition
- Extended mean-field games
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