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We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems.
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Angiuli A, Graves CV, Li H, Chassagneux JF, Delarue F, Carmona R (2019) Cemracs 2017: numerical probabilistic approach to MFG
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Bensoussan A, Chau M, Lai Y, Yam SCP (2017) Linear-quadratic mean field Stackelberg games with state and control delays
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Briceno-Arias LM, Kalise D, Silva FJ (2018) Proximal methods for stationary mean field games with local couplings
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Cvitanić J, Possamaï D, Touzi N (2018) Dynamic programming approach to principal–agent problems
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Elie R, Mastrolia T, Possamaï D (2019) A tale of a principal and many, many agents
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Moon J, Başar T (2018) Linear quadratic mean field Stackelberg differential games
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Aurell A, Carmona R, Dayanıklı G, Laurière M (2022) Optimal incentives to mitigate epidemics: A Stackelberg mean field game approach
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Carmona R, Dayanıklı G, Laurière M (2022) Mean field models to regulate carbon emissions in electricity production
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Carmona R, Laurière M (2022) Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case
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Germain M, Laurière M, Pham H, Warin X (2022) Deepsets and their derivative networks for solving symmetric pdes
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Oner A, Gunel GO, Saldı N (2018) Mean field multilayer Stackelberg differential games in multi-agent systems
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Achdou Y, Cardaliaguet P, Delarue F, Porretta A, Santambrogio F, Achdou Y, Laurière M (2020) Mean field games and applications: Numerical aspects
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Chassagneux JF, Crisan D, Delarue F (2019) Numerical method for fbsdes of McKean–Vlasov type
2019
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Carmona R, Wang P (2020) Finite-state contract theory with a principal and a field of agents
2020
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Fouque JP, Zhang Z (2020) Deep learning methods for mean field control problems with delay
2020
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Fu G, Horst U (2020) Mean-field leader-follower games with terminal state constraint
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Hu K, Ren Z, Yang J (2022) Principal-agent problem with multiple principals
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Hubert E, Mastrolia T, Possamaï D, Warin X (2022) Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic
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Perrin S, Laurière M, Pérolat J, Élie R, Geist M, Pietquin O (2022) Generalization in mean field games by learning master policies
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Wang BC (2022) Leader–follower mean field LQ games: A direct method
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