A Tale of a Principal and Many, Many Agents
From MaRDI portal
Publication:5219725
DOI10.1287/moor.2018.0931zbMath1443.91198arXiv1608.05226OpenAlexW2963516651MaRDI QIDQ5219725
Thibaut Mastrolia, Dylan Possamaï, Romuald Elie
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.05226
Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games (aspects of game theory) (91A16) Principal-agent models (91B43)
Related Items
Extended mean field control problem: a propagation of chaos result ⋮ Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic ⋮ Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach ⋮ Mean field models to regulate carbon emissions in electricity production ⋮ Linear quadratic mean field games with a major player: the multi-scale approach ⋮ Price-volume agreements: a one principal/two agents model ⋮ Multiscale control of Stackelberg games ⋮ Mean–field moral hazard for optimal energy demand response management ⋮ A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets ⋮ Entropic Optimal Planning for Path-Dependent Mean Field Games ⋮ A Mean Field Competition ⋮ Mean Field Games with Singular Controls ⋮ Principal-agent problem with multiple principals ⋮ Continuous-time incentives in hierarchies ⋮ An exit contract optimization problem ⋮ Selected topics in mean field games ⋮ Remarks on Nash equilibria in mean field game models with a major player ⋮ Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems ⋮ An introduction to mean field game theory ⋮ Sharing Profits in the Sharing Economy ⋮ Mean-Field Leader-Follower Games with Terminal State Constraint ⋮ Teamwise mean field competitions ⋮ Large tournament games ⋮ Contract Theory in a VUCA World ⋮ A Probabilistic Approach to Extended Finite State Mean Field Games ⋮ McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations ⋮ A Mean Field Game of Optimal Portfolio Liquidation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Discrete time McKean-Vlasov control problem: a dynamic programming approach
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean field forward-backward stochastic differential equations
- Optimal incentive contracts with multiple agents
- Mean-field backward stochastic differential equations: A limit approach
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Mean field games
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Dynamic programming approach to principal-agent problems
- A class of globally solvable Markovian quadratic BSDE systems and applications
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
- A probabilistic weak formulation of mean field games and applications
- Mean field games and systemic risk
- Mean-field stochastic differential equations and associated PDEs
- An invariance principle in large population stochastic dynamic games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS
- Optimal Incentive Schemes with Many Agents
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Backward Stochastic Differential Equations in Finance
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
- Contracting Theory with Competitive Interacting Agents
- Mean Field Games and Mean Field Type Control Theory
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
This page was built for publication: A Tale of a Principal and Many, Many Agents
