-
1
-
-
33750627999
-
Jeux à champ moyen. I–Le cas stationnaire
-
Lasry, J.-M., Lions, P.-L. (2006). Jeux à champ moyen. I–Le cas stationnaire. CR Math. 343(9):619–625.
-
(2006)
CR Math
, vol.343
, Issue.9
, pp. 619-625
-
-
Lasry, J.-M.1
Lions, P.-L.2
-
2
-
-
33751077273
-
Jeux à champ moyen. II–horizon fini et contrôle optimal
-
Lasry, J.-M., Lions, P.-L. (2006). Jeux à champ moyen. II–horizon fini et contrôle optimal. CR Math. 343(10):679–684.
-
(2006)
CR Math
, vol.343
, Issue.10
, pp. 679-684
-
-
Lasry, J.-M.1
Lions, P.-L.2
-
4
-
-
85064724356
-
-
Cours au College de France
-
Pierre-Louis, L. (2011). Cours au College de France. Available at www.college-de-france.fr.
-
(2011)
-
-
Pierre-Louis, L.1
-
5
-
-
77956048120
-
Mean field games: Numerical methods
-
Achdou, Y., Capuzzo-Dolcetta, I. (2010). Mean field games: Numerical methods. SIAM J. Numer. Anal. 48(3):1136–1162.
-
(2010)
SIAM J. Numer. Anal
, vol.48
, Issue.3
, pp. 1136-1162
-
-
Achdou, Y.1
Capuzzo-Dolcetta, I.2
-
6
-
-
85047222067
-
Proximal methods for stationary mean field games with local couplings
-
Briceno-Arias, L. M., Kalise, D., Silva, F. J. (2018). Proximal methods for stationary mean field games with local couplings. SIAM J. Control Optim. 56(2):801–836.
-
(2018)
SIAM J. Control Optim
, vol.56
, Issue.2
, pp. 801-836
-
-
Briceno-Arias, L.M.1
Kalise, D.2
Silva, F.J.3
-
7
-
-
85064726426
-
-
Cardaliaguet, P., Porretta, A. (
-
Cardaliaguet, P., Porretta, A. (2017). Long time behavior of the master equation in mean-field game theory. arXiv:1709.04215.
-
(2017)
-
-
-
8
-
-
84865574440
-
Long time average of mean field games
-
Cardaliaguet, P., Lasry, J.-M., Lions, P.-L., Porretta, A. (2012). Long time average of mean field games. Networks Heterog. Media. 7(2):279–301.
-
(2012)
Networks Heterog. Media
, vol.7
, Issue.2
, pp. 279-301
-
-
Cardaliaguet, P.1
Lasry, J.-M.2
Lions, P.-L.3
Porretta, A.4
-
9
-
-
85064723120
-
-
Cardaliaguet, P., Hadikhanloo, S. (
-
Cardaliaguet, P., Hadikhanloo, S. (2015). Learning in mean field games: The fictitious play. arXiv:1507.06280.
-
(2015)
-
-
-
10
-
-
85030238377
-
Variational mean field games
-
Birkhäuser, Cham: Springer, Benamou, J.-D., Carlier, G., Santambrogio, F. (,. In
-
Benamou, J.-D., Carlier, G., Santambrogio, F. (2017). Variational mean field games. In: Active Particles, Vol. 1. Birkhäuser, Cham: Springer, pp. 141–171.
-
(2017)
Active Particles
, vol.1
, pp. 141-171
-
-
-
11
-
-
84942369075
-
Second order mean field games with degenerate diffusion and local coupling
-
Cardaliaguet, P., Graber, P. J., Porretta, A., Tonon, D. (2015). Second order mean field games with degenerate diffusion and local coupling. Nonlinear Differ. Equ. Appl. 22(5):1287–1317.
-
(2015)
Nonlinear Differ. Equ. Appl
, vol.22
, Issue.5
, pp. 1287-1317
-
-
Cardaliaguet, P.1
Graber, P.J.2
Porretta, A.3
Tonon, D.4
-
12
-
-
84881309217
-
Probabilistic analysis of mean-field games
-
Carmona, R., Delarue, F. (2013). Probabilistic analysis of mean-field games. SIAM J. Control Optim. 51(4):2705–2734.
-
(2013)
SIAM J. Control Optim
, vol.51
, Issue.4
, pp. 2705-2734
-
-
Carmona, R.1
Delarue, F.2
-
13
-
-
84933553528
-
Mean field games via controlled martingale problems: existence of Markovian equilibria
-
Lacker, D. (2015). Mean field games via controlled martingale problems: existence of Markovian equilibria. Stoch. Process Their Appl. 125(7):2856–2894.
-
(2015)
Stoch. Process Their Appl
, vol.125
, Issue.7
, pp. 2856-2894
-
-
Lacker, D.1
-
14
-
-
85021744328
-
-
Verlag: Springer,. Stochastic Analysis and Applications
-
Carmona, R., Delarue, F. (2017a). Probabilistic Theory of Mean Field Games: Vol. I, Mean Field FBSDEs, Control, and Games. Stochastic Analysis and Applications. Verlag: Springer.
-
(2017)
Probabilistic Theory of Mean Field Games: Vol. I, Mean Field FBSDEs, Control, and Games
-
-
Carmona, R.1
Delarue, F.2
-
15
-
-
85021744328
-
-
Verlag: Springer,. Stochastic Analysis and Applications
-
Carmona, R., Delarue, F. (2017b). Probabilistic Theory of Mean Field Games: Vol. II, Mean Field FBSDEs, Control, and Games. Stochastic Analysis and Applications. Verlag: Springer.
-
(2017)
Probabilistic Theory of Mean Field Games: Vol. II, Mean Field FBSDEs, Control, and Games
-
-
Carmona, R.1
Delarue, F.2
-
16
-
-
85033380600
-
Optimal stopping in mean field games, an obstacle problem approach
-
Bertucci, C. (2017). Optimal stopping in mean field games, an obstacle problem approach. J. Math. Pures. Appl. 120:165–194.
-
(2017)
J. Math. Pures. Appl
, vol.120
, pp. 165-194
-
-
Bertucci, C.1
-
17
-
-
85021710985
-
Mean field games of timing and models for bank runs
-
Rene Carmona, F., Delarue, D., Lacker, (2017). Mean field games of timing and models for bank runs. Appl. Math. Optim. 76(1):217–260.
-
(2017)
Appl. Math. Optim
, vol.76
, Issue.1
, pp. 217-260
-
-
Rene Carmona, F.1
Lacker, D.2
-
18
-
-
85047193239
-
A mean field game of optimal stopping
-
Nutz, M. (2018). A mean field game of optimal stopping. SIAM J. Control Optim. 56(2):1206–1221.
-
(2018)
SIAM J. Control Optim
, vol.56
, Issue.2
, pp. 1206-1221
-
-
Nutz, M.1
-
20
-
-
85072069003
-
-
Cardaliaguet, P., Delarue, F., Lasry, J.-M., Lions, P.-L. (2015a). The master equation and the convergence problem in mean field games. arXiv:1509.02505.
-
(2015)
The master equation and the convergence problem in mean field games
-
-
Cardaliaguet, P.1
Delarue, F.2
Lasry, J.-M.3
Lions, P.-L.4
-
21
-
-
85064725075
-
-
Delarue, F., Lacker, D., Ramanan, K. (
-
Delarue, F., Lacker, D., Ramanan, K. (1804). From the master equation to mean field game limit theory: Large deviations and concentration of measure. arXiv:1804.08550.
-
(1804)
-
-
-
22
-
-
84892860445
-
On the existence of classical solutions for stationary extended mean field games
-
Gomes, D. A., Patrizi, S., Voskanyan, V. (2014). On the existence of classical solutions for stationary extended mean field games. Nonlinear Anal. Theory Methods Appl. 99:49–79.
-
(2014)
Nonlinear Anal. Theory Methods Appl
, vol.99
, pp. 49-79
-
-
Gomes, D.A.1
Patrizi, S.2
Voskanyan, V.3
-
23
-
-
85037362750
-
Mean field game of controls and an application to trade crowding
-
Cardaliaguet, P., Lehalle, C.-A. (2017). Mean field game of controls and an application to trade crowding. Math. Financ. Econom. 12(3):335–363.
-
(2017)
Math. Financ. Econom
, vol.12
, Issue.3
, pp. 335-363
-
-
Cardaliaguet, P.1
Lehalle, C.-A.2
-
24
-
-
84925426147
-
A probabilistic weak formulation of mean field games and applications
-
Carmona, R., Lacker, D. (2015). A probabilistic weak formulation of mean field games and applications. Ann. Appl. Probab. 25(3):1189–1231.
-
(2015)
Ann. Appl. Probab
, vol.25
, Issue.3
, pp. 1189-1231
-
-
Carmona, R.1
Lacker, D.2
-
25
-
-
85012884356
-
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints
-
Conze, A., Lasry, J.-M., Scheinkman, J. A. (1991). A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints. Ann. I. H. Poincare (C) Non Linear Anal. 8(5):523–559.
-
(1991)
Ann. I. H. Poincare (C) Non Linear Anal
, vol.8
, Issue.5
, pp. 523-559
-
-
Conze, A.1
Lasry, J.-M.2
Scheinkman, J.A.3
-
26
-
-
85064724751
-
Borrowing constraints and international comovements
-
Conze, A., Lasry, J. M., Scheinkman, J. (,. 34(Special Issue):23–47
-
Conze, A., Lasry, J. M., Scheinkman, J. (1993). Borrowing constraints and international comovements. Hitotsub. J. Econom. 34(Special Issue):23–47.
-
(1993)
Hitotsub. J. Econom
-
-
|