-
5
-
-
84933553526
-
-
preprint arXiv
-
P. Cardaliaguet, J. Graber, A. Porretta, and D. Tonon, Second order mean field games with degenerate diffusion and local coupling, preprint arXiv:1407.7024.
-
Second Order Mean Field Games with Degenerate Diffusion and Local Coupling
, vol.1407
-
-
Cardaliaguet, P.1
Graber, J.2
Porretta, A.3
Tonon, D.4
-
10
-
-
84925426147
-
A probabilistic weak formulation of mean field games and applications
-
MR-3325272
-
R. Carmona and D. Lacker, A probabilistic weak formulation of mean field games and applications, The Annals of Applied Probability 25 (2015), no. 3, 1189–1231. MR-3325272
-
(2015)
The Annals of Applied Probability
, vol.25
, Issue.3
, pp. 1189-1231
-
-
Carmona, R.1
Lacker, D.2
-
15
-
-
84930035099
-
Mean field games and applications, Paris-Princeton Lectures on Mathematical Finance 2010, Lecture Notes in Mathematics, vol
-
MR-2762362
-
O. Guéant, J.M. Lasry, and P.L. Lions, Mean field games and applications, Paris-Princeton Lectures on Mathematical Finance 2010, Lecture Notes in Mathematics, vol. 2003, Springer Berlin/Heidelberg, 2011, pp. 205–266. MR-2762362
-
(2003)
Springer Berlin/Heidelberg
, vol.2011
, pp. 205-266
-
-
Guéant, O.1
Lasry, J.M.2
Lions, P.L.3
-
16
-
-
34648831837
-
Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized "-Nash equilibria, Automatic Control
-
MR-2352434
-
M. Huang, P. Caines, and R. Malhamé, Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized "-Nash equilibria, Automatic Control, IEEE Transactions on 52 (2007), no. 9, 1560–1571. MR-2352434
-
(2007)
IEEE Transactions On
, vol.52
, Issue.9
, pp. 1560-1571
-
-
Huang, M.1
Caines, P.2
Malhamé, R.3
-
17
-
-
39549087376
-
Large population stochastic dynamic games: Closedloop McKean-Vlasov systems and the Nash certainty equivalence principle
-
MR-2346927
-
M. Huang, R. Malhamé, and P. Caines, Large population stochastic dynamic games: closedloop McKean-Vlasov systems and the Nash certainty equivalence principle, Communications in Information and Systems 6 (2006), no. 3, 221–252. MR-2346927
-
(2006)
Communications in Information and Systems
, vol.6
, Issue.3
, pp. 221-252
-
-
Huang, M.1
Malhamé, R.2
Caines, P.3
-
18
-
-
0001274938
-
Compactification methods in the control of degenerate diffusions: Existence of an optimal control
-
MR-0878312
-
N. El Karoui, D.H. Nguyen, and M. Jeanblanc-Picqué, Compactification methods in the control of degenerate diffusions: existence of an optimal control, Stochastics 20 (1987), no. 3, 169–219. MR-0878312
-
(1987)
Stochastics
, vol.20
, Issue.3
, pp. 169-219
-
-
El Karoui, N.1
Nguyen, D.H.2
Jeanblanc-Picqué, M.3
-
21
-
-
84933553528
-
Mean field games via controlled martingale problems: Existence of Markovian equilibria
-
MR- 3332857
-
D. Lacker, Mean field games via controlled martingale problems: Existence of Markovian equilibria, Stochastic Processes and Their Applications 125 (2015), no. 7, 2856–2894. MR- 3332857
-
(2015)
Stochastic Processes and Their Applications
, vol.125
, Issue.7
, pp. 2856-2894
-
-
Lacker, D.1
-
23
-
-
84866769498
-
-
Proceedings of the 18th IFAC World Congress, Milan, August 2011
-
M. Nourian, P. Caines, and R. Malhamé, Mean field analysis of controlled Cucker-Smale type flocking: Linear analysis and perturbation equations, Proceedings of the 18th IFAC World Congress, Milan, August 2011, 2011, pp. 4471–4476.
-
(2011)
Mean Field Analysis of Controlled Cucker-Smale Type Flocking: Linear Analysis and Perturbation Equations
, pp. 4471-4476
-
-
Nourian, M.1
Caines, P.2
Malhamé, R.3
|