Pages that link to "Item:Q5494884"
From MaRDI portal
The following pages link to Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents (Q5494884):
Displaying 16 items.
- Linear quadratic mean field games with a major player: the multi-scale approach (Q2173955) (← links)
- Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Partial mean field limits in heterogeneous networks (Q2280020) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (Q2682327) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Remarks on Nash equilibria in mean field game models with a major player (Q5117321) (← links)
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
- Splitting methods and short time existence for the master equations in mean field games (Q6172669) (← links)
- Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks (Q6198070) (← links)
- Linear quadratic mean-field game with volatility uncertainty (Q6198303) (← links)
