Fetching the paper…
Reading the bibliography…
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls.
Nonlinear elliptic systems in stochastic game theory
Alain Bensoussan and J. Frehse · 1984
Earlier work this paper cites.
Topics in propagation of chaos
Alain-Sol Sznitman · 1991
Earlier work this paper cites.
Solving forward-backward stochastic differential equations explicitely - a four step scheme
Jin Ma, Philip Protter, and Jiongmin Yong · 1994
Earlier work this paper cites.
Backward-forward SDE’s and stochastic differential games
Said Hamadène · 1998
Earlier work this paper cites.
Fully coupled forward-backward stochastic differential equations and applications to optimal control
Shige Peng and Z. Wu · 1999
Earlier work this paper cites.
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
F. Delarue · 2002
Earlier work this paper cites.
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
H. Djellout, A. Guillin, and L. Wu · 2004
Earlier work this paper cites.
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
Earlier work this paper cites.
Jeux à champ moyen. I. Le cas stationnaire
Jean-Michel Lasry and Pierre-Louis Lions · 2006
Earlier work this paper cites.
Mean field games
Jean-Michel Lasry and Pierre-Louis Lions · 2007
Earlier work this paper cites.
Gradient flows in metric spaces and in the space of probability measures
Luigi Ambrosio, Nicola Gigli, and Giuseppe Savaré · 2008
Earlier work this paper cites.
Mean-field backward stochastic differential equations: A limit approach
Rainer Buckdahn, Boualem Djehiche, Juan Li, and Shige Peng · 2009
Earlier work this paper cites.
A characterization of dimension free concentration in terms of transporation inequalities
Nathael Gozlan · 2009
Earlier work this paper cites.
Optimal Transport: Old and New , volume 338 of Grundlehren der Mathematischen Wissenschaften
C. Villani · 2009
Earlier work this paper cites.
Cours du Collège de France
P-L. Lions · 2012
Cited alongside, same era.
Concentration of multidimensional diffusions and their boundary local times
Soumik Pal · 2012
Cited alongside, same era.
The derivation of ergodic mean field game equations for several populations of players
Ermal Feleqi · 2013
Cited alongside, same era.
Continuous time finite state mean field games
D. A. Gomes, J. Mohr, and R. R. Souza · 2013
Cited alongside, same era.
Linear-quadratic n n -person and mean-field games with ergodic cost
Martino Bardi and Fabio S. Priuli · 2014
Cited alongside, same era.
Mean field games models—a brief survey
Diogo A. Gomes and João Saúde · 2014
Cited alongside, same era.
On the connection between symmetric n n -player games and mean field games
Markus Fischer · 2017
Later among the works it cites.
Mean field game of controls and an application to trade crowding
Pierre Cardaliaguet and Charles-Albert Lehalle · 2018
Later among the works it cites.
Existence and uniqueness of solutions for Bertrand and Cournot mean field games
P. Jameson Graber and Alain Bensoussan · 2018
Later among the works it cites.
Some remarks on mean field games
Charles Bertucci, Jean-Michel Lasry, and Pierre-Louis Lions · 2019
Later among the works it cites.
Schauder estimates for a class of potential mean field games of controls
Frédéric J. Bonnans, Saeed Hadikhanloo, and Laurent Pfeiffer · 2019
Later among the works it cites.
From the master equation to mean field game limit theory: a central limit theorem
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
On the existence of classical solutions for stationary extended mean field games
Diogo A. Gomes, Stefania Patrizi, and Vardan Voskanyan · 2014
Cited alongside, same era.
Well-posedness of mean-field type forward-backward stochastic differential equations
Alain Bensoussan, S. C. P. Yam, and Z. Zhang · 2015
Cited alongside, same era.
A probabilistic weak formulation of mean field games and applications
René Carmona and Daniel Lacker · 2015
Cited alongside, same era.
Bertrand and Cournot mean field games
Patrick Chan and Ronnie Sircar · 2015
Cited alongside, same era.
On the rate of convergence in Wasserstein distance of the empirical measure
Nicolas Fournier and A. Guillin · 2015
Cited alongside, same era.
Extended deterministic mean-field games
Diogo A. Gomes and Vardan K. Voskanyan · 2016
Cited alongside, same era.
François Delarue, Daniel Lacker, and Kavita Ramanan · 2019
Later among the works it cites.
Principal-agent problem with multiple principals
Kaitong Hu, Zhenjie Ren, and Junjian Yang · 2019
Later among the works it cites.
Multidimensional Markovian FBSDEs with superquadratic growth
Michael Kupper, Peng Luo, and Ludovic Tangpi · 2019
Later among the works it cites.
Mathieu Laurière and Ludovic Tangpi · 2019
Later among the works it cites.
Functional inequalities for forward and backward diffusions
Daniel Bartl and Ludovic Tangpi · 2020
Closest in time.
From the master equation to mean field game limit theory: Large deviations and concentration of measure
François Delarue, Daniel Lacker, and Kavita Ramanan · 2020
Closest in time.
On the convergence of closed-loop Nash equilibria to the mean field limit
Daniel Lacker · 2020
Closest in time.
On classical solutions to the mean field game system of controls
Ziad Kobeissi · 2021
Closest in time.
Convergence of large population games to mean field games with interaction through the controls
Mathieu Laurière and Ludovic Tangpi · 2021
Closest in time.