On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
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Publication:2514577
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Cited in
(37)- Discrete-time mean field partially observable controlled systems subject to common noise
- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects
- Approximation and mean field control of systems of large populations
- Weak quantitative propagation of chaos via differential calculus on the space of measures
- Quantum mean-field games
- Mean-field-type games with jump and regime switching
- From mean field games to the best reply strategy in a stochastic framework
- Deterministic limit of mean field games associated with nonlinear Markov processes
- A second order analysis of McKean-Vlasov semigroups
- Lattice approximations of the first-order mean field type differential games
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- On the convergence of open loop Nash equilibria in mean field games with a local coupling
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Markov-Nash equilibria in mean-field games with discounted cost
- An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
- Asymptotic analysis of mean field games with small common noise
- Minimal-time mean field games
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- Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
- Robust mean field linear quadratic social control: open-loop and closed-loop strategies
- Mean-field-game model for botnet defense in cyber-security
- Mean-field-game model of corruption
- On mean field games with common noise and McKean-Vlasov SPDEs
- Mean field games based on stable-like processes
- Dynamic programming for mean-field type control
- Refined convergence results for interacting diffusions and mean-field games
- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
- On a Diffusion Approximation of a Prediction Game
- Approximation of \(N\)-player stochastic games with singular controls by mean field games
- Mean field games of controls: on the convergence of Nash equilibria
- Mean field control and finite agent approximation for regime-switching jump diffusions
- The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game
- Large ranking games with diffusion control
- Convergence rate of LQG mean field games with common noise
- On a differential generalized Nash equilibrium problem with mean field interaction
- Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits
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