Fetching the paper…
Reading the bibliography…
We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncratic and common sources of noise, in which players interact with each other through their empirical distribution.
D.W. Stroock and S.R.S. Varadhan, On the support of diffusion processes with applications to the strong maximum principle , Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. III: Probability theory, Univ. California Press, Berkeley, Calif., 1972, pp. 333–359. MR 0400425
1972
Earlier work this paper cites.
A. Bensoussan and J. Frehse, Nonlinear elliptic systems in stochastic game theory , Universität Bonn. SFB 72. Approximation und Optimierung, 1983
1983
Earlier work this paper cites.
D. Dawson and J. Gärtner, Large deviations from the McKean-Vlasov limit for weakly interacting diffusions , Stochastics: An International Journal of Probability and Stochastic Processes 20
1987
Earlier work this paper cites.
G. Ben Arous and M. Brunaud, Méthode de Laplace: étude variationnelle des fluctuations de diffusions de type “champ moyen” , Stochastics Stochastics Rep. 31
1990
Earlier work this paper cites.
A.-S. Sznitman, Topics in propagation of chaos , Ecole d’Eté de Probabilités de Saint-Flour XIX—1989 (1991), 165–251
1991
Earlier work this paper cites.
J. Horowitz and R. Karandikar, Mean rates of convergence of empirical measures in the Wasserstein metric , Journal of Computational and Applied Mathematics 55
1994
Earlier work this paper cites.
S. Bobkov and F. Götze, Exponential integrability and transportation cost related to logarithmic Sobolev inequalities , Journal of Functional Analysis 163
1999
Earlier work this paper cites.
H. Djellout, A. Guillin, and L. Wu, Transportation cost-information inequalities and applications to random dynamical systems and diffusions , The Annals of Probability 32
2004
Earlier work this paper cites.
M. Ledoux, The concentration of measure phenomenon , no. 89, American Mathematical Soc., 2005
2005
Earlier work this paper cites.
F. Bolley, A. Guillin, and C. Villani, Quantitative concentration inequalities for empirical measures on non-compact spaces , Probability Theory and Related Fields 137
2007
Earlier work this paper cites.
J.-M. Lasry and P.-L. Lions, Mean field games , Japanese journal of mathematics 2
2007
Earlier work this paper cites.
A. Dembo and O. Zeitouni, Large deviations techniques and applications , vol. 38, Springer Science & Business Media, 2009
2009
Earlier work this paper cites.
N. Gozlan, A characterization of dimension free concentration in terms of transportation inequalities , The Annals of Probability 37
2009
Cited alongside, same era.
F. Bolley, A. Guillin, and F. Malrieu, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation , ESAIM: Mathematical Modelling and Numerical Analysis 44
2010
Cited alongside, same era.
N. Gozlan and C. Léonard, Transport inequalities. A survey , arXiv preprint arXiv:1003.3852 (2010)
2010
Cited alongside, same era.
2010
Cited alongside, same era.
A. Budhiraja, P. Dupuis, and M. Fischer, Large deviation properties of weakly interacting processes via weak convergence methods , The Annals of Probability (2012), 74–102
R. Carmona and X. Zhu, A probabilistic approach to mean field games with major and minor players , The Annals of Applied Probability 26
2016
Later among the works it cites.
D. Lacker, A general characterization of the mean field limit for stochastic differential games , Probability Theory and Related Fields 165
2016
Later among the works it cites.
2017
Later among the works it cites.
R. Carmona and F. Delarue, Probabilistic Theory of Mean Field Games: Vol. I, Mean Field FBSDEs, Control, and Games , Stochastic Analysis and Applications, Springer Verlag, 2017
2017
Later among the works it cites.
by same author, Probabilistic Theory of Mean Field Games: Vol. II, Mean Field Games with Common Noise and Master Equations , Stochastic Analysis and Applications, Springer Verlag, 2017
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
2012
Cited alongside, same era.
A.S. Üstünel, Transportation cost inequalities for diffusions under uniform distance , Stochastic analysis and related topics, Springer, 2012, pp. 203–214
2012
Cited alongside, same era.
R. Carmona and F. Delarue, The master equation for large population equilibriums , Stochastic Analysis and Applications 2014, Springer, 2014, pp. 77–128
2014
Cited alongside, same era.
M. Fischer, On the form of the large deviation rate function for the empirical measures of weakly interacting systems , Bernoulli 20
2014
Cited alongside, same era.
A. Bensoussan, J. Frehse, and S.C.P. Yam, The master equation in mean field theory , Journal de Mathématiques Pures et Appliquées 103
2015
Cited alongside, same era.
2015
Cited alongside, same era.
R. Carmona, J.-P. Fouque, and L.-H. Sun, Mean field games and systemic risk , Communications in Mathematical Sciences 13
2015
Cited alongside, same era.
N. Fournier and A. Guillin, On the rate of convergence in Wasserstein distance of the empirical measure , Probability Theory and Related Fields 162
2015
Cited alongside, same era.
2017
Later among the works it cites.
2017
Later among the works it cites.
2017
Later among the works it cites.
by same author, On the connection between symmetric n n -player games and mean field games , The Annals of Applied Probability 27
2017
Later among the works it cites.
2017
Later among the works it cites.
2017
Later among the works it cites.
by same author, On the interpretation of the master equation , Stochastic Processes and their Applications 127
2093
Closest in time.