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In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents.
Individual and mass behaviour in large population stochastic wireless power control problems: centralized and nash equilibrium solutions
Minyi Huang, Peter E. Caines, and Roland P. Malhamé · 2003
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Large-population cost-coupled LQG problems: generalizations to non-uniform individuals
Minyi Huang, Peter E. Caines, and Roland P. Malhamé · 2004
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
Minyi Huang, Roland P. Malhamé, and Peter E. Caines · 2006
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Nash certainty equivalence in large population stochastic dynamic games: connections with the physics of interacting particle systems
Minyi Huang, Roland P. Malhamé, and Peter E. Caines · 2006
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Jeux à champ moyen. I. Le cas stationnaire
Jean-Michel Lasry and Pierre-Louis Lions · 2006
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Jeux à champ moyen. II. Horizon fini et contrôle optimal
Jean-Michel Lasry and Pierre-Louis Lions · 2006
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An invariance principle in large population stochastic dynamic games
Minyi Huang, Peter E. Caines, and Roland P. Malhamé · 2007
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Minyi Huang, Peter E. Caines, and Roland P. Malhamé · 2007
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Jean-Michel Lasry and Pierre-Louis Lions · 2007
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Aimé Lachapelle · 2010
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Aimé Lachapelle, Julien Salomon, and Gabriel Turinici · 2010
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Daniel Andersson and Boualem Djehiche · 2011
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Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions · 2011
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On a mean field game approach modeling congestion and aversion in pedestrian crowds
Aimé Lachapelle and Marie-Therese Wolfram · 2011
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Cours du Collège de France
Pierre-Louis Lions · 2011
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Social optima in mean field LQG control: centralized and decentralized strategies
Minyi Huang, Peter E. Caines, and Roland P. Malhamé · 2012
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Mean field games and mean field type control theory
Alain Bensoussan, Jens Frehse, and Sheung Chi Phillip Yam · 2013
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Notes on mean field games
Pierre Cardaliaguet · 2013
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Control of McKean-Vlasov dynamics versus mean field games
René Carmona, François Delarue, and Aimé Lachapelle · 2013
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The derivation of ergodic mean field game equations for several populations of players
Ermal Feleqi · 2013
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Large deviations for a mean field model of systemic risk
Josselin Garnier, George Papanicolaou, and Tzu-Wei Yang · 2013
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Yves Achdou, Francisco J. Buera, Jean-Michel Lasry, Pierre-Louis Lions, and Benjamin Moll · 2014
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The master equation for large population equilibriums
René Carmona and François Delarue · 2014
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Diogo Gomes, Roberto M. Velho, and Marie-Therese Wolfram · 2014
Mean-field-game model for botnet defense in cyber-security
Vassili N. Kolokoltsov and Alain Bensoussan · 2016
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Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, and Pierre-Louis Lions · 2016
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Dynamic programming for mean-field type control
Mathieu Laurière and Olivier Pironneau · 2016
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Risk-averse Merton’s portfolio problem
Laurent Pfeiffer · 2016
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Discrete time McKean-Vlasov control problem: a dynamic programming approach
Huyên Pham and Xiaoli Wei · 2016
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Mean field games models of segregation
Yves Achdou, Martino Bardi, and Marco Cirant · 2017
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Dynamic programming for mean-field type control
Mathieu Laurière and Olivier Pironneau · 2014
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Team-optimal solution of finite number of mean-field coupled lqg subsystems
Jalal Arabneydi and Aditya Mahajan · 2015
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The master equation in mean field theory
Alain Bensoussan, Jens Frehse, and Sheung Chi Phillip Yam · 2015
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Mean field games and systemic risk
René Carmona, Jean-Pierre Fouque, and Li-Hsien Sun · 2015
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A probabilistic weak formulation of mean field games and applications
René Carmona and Daniel Lacker · 2015
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Bertrand and Cournot mean field games
Patrick Chan and Ronnie Sircar · 2015
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On the interpretation of the Master Equation
Alain Bensoussan, Jens Frehse, and Sheung Chi Phillip Yam · 2017
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Fracking, renewables, and mean field games
Patrick Chan and Ronnie Sircar · 2017
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Bifurcation and segregation in quadratic two-populations mean field games systems
Marco Cirant and Gianmaria Verzini · 2017
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Mean-field-type games in engineering
Boualem Djehiche, Alain Tcheukam, and Hamidou Tembine · 2017
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Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics
Huyên Pham and Xiaoli Wei · 2017
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Hamidou Tembine · 2017
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Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics
Alexander Aurell and Boualem Djehiche · 2018
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Uniqueness of solutions in MFG with several populations and Neumann conditions
Martino Bardi and Marco Cirant · 2018
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Probabilistic theory of mean field games with applications. I
René Carmona and François Delarue · 2018
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Probabilistic theory of mean field games with applications. II
René Carmona and François Delarue · 2018
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Mean field games for modeling crowd motion
Yves Achdou and Jean-Michel Lasry · 2019
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Mean field games and applications to economics
Olivier Guéant · 2019
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