-
1
-
-
84972544415
-
Small random perturbation of dynamical systems with reecting boundary
-
R.F. Anderson and S. Orey, Small random perturbation of dynamical systems with reecting boundary. Nagoya Math. J. 60 (1976) 189-216.
-
(1976)
Nagoya Math. J.
, vol.60
, pp. 189-216
-
-
Anderson, R.F.1
Orey, S.2
-
2
-
-
38249007031
-
Probability bounds for M-Skorohod oscillations
-
F. Avram and M.S. Taqqu, Probability bounds for M-Skorohod oscillations. Stoch. Process. Appl. 33 (1989) 1.
-
(1989)
Stoch. Process. Appl.
, vol.33
, pp. 1
-
-
Avram, F.1
Taqqu, M.S.2
-
4
-
-
39549087376
-
Large population stochastic dynamic games: Closed-loop McKean Vlasov systems and the Nash certainty equivalence principle
-
P.-E. Caines, M. Huang and P. Malhame, Large population stochastic dynamic games: closed-loop McKean Vlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst. 6 (2006) 221-251.
-
(2006)
Commun. Inf. Syst.
, vol.6
, pp. 221-251
-
-
Caines, P.-E.1
Huang, M.2
Malhame, P.3
-
5
-
-
34648831837
-
Large-population cost-coupled LQG problems with nonuniform agents: Individualmass behavior and decentralized -Nash equilibria
-
P.-E. Caines, M. Huang and P. Malhame, Large-population cost-coupled LQG problems with nonuniform agents: individualmass behavior and decentralized -Nash equilibria. IEEE Trans. Automat. Control 52 (2007) 1560-1571.
-
(2007)
Ieee Trans. Automat. Control
, vol.52
, pp. 1560-1571
-
-
Caines, P.-E.1
Huang, M.2
Malhame, P.3
-
6
-
-
85059103630
-
Existence and uniqueness for Mean Field Games with state constraints
-
P Cannarsa and R. Capuani, Existence and uniqueness for Mean Field Games with state constraints, PDE Models for Multi-Agent Phenomena (2018) 49-71.
-
(2018)
PDE Models for Multi-Agent Phenomena
, pp. 49-71
-
-
Cannarsa, P.1
Capuani, R.2
-
9
-
-
85037362750
-
Mean field game of controls and an application to trade crowding
-
P. Cardaliaguet and C.-A. Lehalle, Mean field game of controls and an application to trade crowding. Math. Financ. Econ. 12 (2018) 335-363.
-
(2018)
Math. Financ. Econ.
, vol.12
, pp. 335-363
-
-
Cardaliaguet, P.1
Lehalle, C.-A.2
-
11
-
-
84881309217
-
Probabilistic analysis of mean-field games
-
R. Carmona and F. Delarue, Probabilistic analysis of mean-field games. SIAM J. Cont. Optim. 51 (2013) 2705-2734.
-
(2013)
Siam J. Cont. Optim.
, vol.51
, pp. 2705-2734
-
-
Carmona, R.1
Delarue, F.2
-
13
-
-
84929338403
-
Bertrand and Cournot mean field games
-
P. Chan and R. Sircar, Bertrand and Cournot mean field games. Appl. Math. Optim. 71 (2015) 533-569.
-
(2015)
Appl. Math. Optim.
, vol.71
, pp. 533-569
-
-
Chan, P.1
Sircar, R.2
-
14
-
-
85031917196
-
Fracking, renewables &mean field games
-
P. Chan and R. Sircar, Fracking, renewables &mean field games. SIAM Rev. 59 (2017) 588-615.
-
(2017)
Siam Rev.
, vol.59
, pp. 588-615
-
-
Chan, P.1
Sircar, R.2
-
18
-
-
84964876681
-
Extended deterministic mean-field games
-
D. Gomes and V. Voskanyan, Extended deterministic mean-field games. SIAM J. Cont. Optim. 54 (2016) 1030-1055.
-
(2016)
Siam J. Cont. Optim.
, vol.54
, pp. 1030-1055
-
-
Gomes, D.1
Voskanyan, V.2
-
19
-
-
84892860445
-
On the existence of classical solutions for stationary extended mean field games
-
D. Gomes, S. Patrizi and V. Voskanyan, On the existence of classical solutions for stationary extended mean field games. Nonlin. Anal. Theory Methods Appl. 99 (2014) 49-79.
-
(2014)
Nonlin. Anal. Theory Methods Appl.
, vol.99
, pp. 49-79
-
-
Gomes, D.1
Patrizi, S.2
Voskanyan, V.3
-
21
-
-
84975156985
-
Existence and uniqueness of solutions for Bertrand and Cournot mean field games
-
P.J. Graber and A. Bensoussan, Existence and uniqueness of solutions for Bertrand and Cournot mean field games. Appl. Math. Optim. 77 (2018) 47-71.
-
(2018)
Appl. Math. Optim.
, vol.77
, pp. 47-71
-
-
Graber, P.J.1
Bensoussan, A.2
-
23
-
-
85033681561
-
A stochastic McKean-Vlasov equation for absorbing Diffusions on the half-line
-
B. Hambly and S. Ledger, A stochastic McKean-Vlasov equation for absorbing Diffusions on the half-line. Ann. Appl. Probab. 27 (2017) 2698-2752.
-
(2017)
Ann. Appl. Probab.
, vol.27
, pp. 2698-2752
-
-
Hambly, B.1
Ledger, S.2
-
26
-
-
0003690985
-
-
American Mathematical Society, Providence, R.I.
-
O.A. Ladyzenskaja, V.A. Solonnikov and N.N. Ural'ceva, Linear and quasilinear equations of parabolic type, Translations of Mathematical Monographs, vol. 23, American Mathematical Society, Providence, R.I. (1967).
-
(1967)
Linear and Quasilinear Equations of Parabolic Type, Translations of Mathematical Monographs
, vol.23
-
-
Ladyzenskaja, O.A.1
Solonnikov, V.A.2
Ural'Ceva, N.N.3
-
30
-
-
84965042590
-
Skorokhod's M1 topology for distribution-valued processes
-
S. Ledger, Skorokhod's M1 topology for distribution-valued processes. Electr. Commun. Prob. 21 (2016).
-
(2016)
Electr. Commun. Prob.
, vol.21
-
-
Ledger, S.1
-
34
-
-
85008075230
-
On the sample continuity of S1-processes
-
I. Mitoma, On the sample continuity of S1-processes. J. Math. Soc. Jpn. 35 (1983) 629-636.
-
(1983)
J. Math. Soc. Jpn.
, vol.35
, pp. 629-636
-
-
Mitoma, I.1
-
35
-
-
84925014244
-
Weak solutions to Fokker Planck equations and mean field games
-
A. Porretta, Weak solutions to Fokker Planck equations and mean field games. Arch. Ratl. Mech. Anal. 216 (2015) 1-62.
-
(2015)
Arch. Ratl. Mech. Anal.
, vol.216
, pp. 1-62
-
-
Porretta, A.1
|