The following pages link to Linear-quadratic mean field games (Q289122):
Displayed 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- Mean field games with a dominating player (Q315770) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Existence and uniqueness result for mean field games with congestion effect on graphs (Q887163) (← links)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems (Q1661837) (← links)
- Discrete-time mean field partially observable controlled systems subject to common noise (Q1678478) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Linear quadratic mean field Stackelberg differential games (Q1716526) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Probabilistic approach to finite state mean field games (Q1987323) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation (Q2010489) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- Secure discrete-time linear-quadratic mean-field games (Q2056947) (← links)
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Submodular mean field games: existence and approximation of solutions (Q2075320) (← links)
- Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
- Backward propagation of chaos (Q2144343) (← links)
- A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
- Analysis of Markovian competitive situations using nonatomic games (Q2245626) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- The master equation in mean field theory (Q2344557) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
- Bertrand and Cournot mean field games (Q2355309) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Mean field games models -- a brief survey (Q2514573) (← links)
- Equilibrium further studied for combined system of Cournot and Bertrand: a differential approach (Q2658447) (← links)