Extended Mean Field Games with Singular Controls
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Publication:5883153
DOI10.1137/20M1384750OpenAlexW4321491713MaRDI QIDQ5883153FDOQ5883153
Authors: Guanxing Fu 
Publication date: 29 March 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.04154
Recommendations
Portfolio theory (91G10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16)
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Cited In (11)
- Mean field games with singular controls
- Schauder estimates for a class of potential mean field games of controls
- Singular mean-field control games
- Game of Singular Stochastic Control and Strategic Exit
- Extended mean field games
- Approximation of \(N\)-player stochastic games with singular controls by mean field games
- A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints
- Extended deterministic mean-field games
- Stationary Discounted and Ergodic Mean Field Games with Singular Controls
- Mean-field games of finite-fuel capacity expansion with singular controls
- Extended mean-field games
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