Pages that link to "Item:Q2862443"

The following pages link to Probabilistic analysis of mean-field games (Q2862443):

Displaying 50 items.

• Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
• Mean Field Stackelberg Games: Aggregation of Delayed Instructions (Q5502187) (← links)
• Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
• Some remarks on mean field games (Q5742390) (← links)
• On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model (Q5742497) (← links)
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
• A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
• Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
• Correlated Equilibria and Mean Field Games: A Simple Model (Q5868955) (← links)
• On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions (Q6048982) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
• Mean field approximation of an optimal control problem for the continuity equation arising in smart charging (Q6058509) (← links)
• A class of dimension-free metrics for the convergence of empirical measures (Q6072907) (← links)
• Deep neural network solution for finite state mean field game with error estimation (Q6078100) (← links)
• Partially observed discrete-time risk-sensitive mean field games (Q6078102) (← links)
• Energy stability of exponential time differencing schemes for the nonlocal Cahn‐Hilliard equation (Q6088187) (← links)
• Mean field games with branching (Q6103990) (← links)
• Mean-field coupled systems and self-consistent transfer operators: a review (Q6104266) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
• On the control of density-dependent stochastic population processes with time-varying behavior (Q6110288) (← links)
• RBDSDEs with jumps and optional Barrier and mean field game with common noise (Q6115727) (← links)
• Artificial intelligence for COVID-19 spread modeling (Q6126477) (← links)
• The Convergence Problem in Mean Field Games with Neumann Boundary Conditions (Q6135326) (← links)
• Graphon mean-field control for cooperative multi-agent reinforcement learning (Q6136535) (← links)
• Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
• An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058) (← links)
• On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
• Linear-quadratic-Gaussian mean-field controls of social optima (Q6157099) (← links)
• Q-learning in regularized mean-field games (Q6159509) (← links)
• A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability (Q6165241) (← links)
• Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
• Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
• Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
• A mean field game model of firm-level innovation (Q6175725) (← links)
• Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
• Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510) (← links)
• Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)
• Selected topics in mean field games (Q6200700) (← links)
• Strong and weak convergence for the averaging principle of DDSDE with singular drift (Q6201866) (← links)
• Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions (Q6489339) (← links)
• Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system (Q6556597) (← links)
• Discrete-time indefinite mean field linear quadratic games with multiplicative noise (Q6583293) (← links)
• Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
• Data-driven stability of stochastic mean-field type games via noncooperative neural network adversarial training (Q6583308) (← links)