[1]
|
Lipschitz Stability Estimate and Uniqueness in the Retrospective Analysis for the Mean Field Games System via Two Carleman Estimates
SIAM Journal on Mathematical Analysis,
2024
DOI:10.1137/23M1554801
|
|
|
[2]
|
Quantum mean-field games
The Annals of Applied Probability,
2022
DOI:10.1214/21-AAP1733
|
|
|
[3]
|
Abstract McKean–Vlasov and Hamilton–Jacobi–Bellman Equations, Their Fractional Versions and Related Forward–Backward Systems on Riemannian Manifolds
Proceedings of the Steklov Institute of Mathematics,
2021
DOI:10.1134/S0081543821050096
|
|
|
[4]
|
Абстрактные уравнения Маккина-Власова и Гамильтона-Якоби-Беллмана, их дробные аналоги и связанные с ними системы прямых и обратных уравнений на римановых многообразиях
Труды Математического института имени В. А. Стеклова,
2021
DOI:10.4213/tm4235
|
|
|
[5]
|
On mean field games with common noise and McKean-Vlasov SPDEs
Stochastic Analysis and Applications,
2019
DOI:10.1080/07362994.2019.1592690
|
|
|
[6]
|
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
Stochastics,
2017
DOI:10.1080/17442508.2017.1297812
|
|
|
[7]
|
Dynamic Programming for Mean-Field Type Control
Journal of Optimization Theory and Applications,
2016
DOI:10.1007/s10957-015-0785-x
|
|
|
[8]
|
Mean field games based on stable-like processes
Automation and Remote Control,
2016
DOI:10.1134/S0005117916110138
|
|
|
[9]
|
Mean Field Games Models—A Brief Survey
Dynamic Games and Applications,
2014
DOI:10.1007/s13235-013-0099-2
|
|
|
[10]
|
On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players
Dynamic Games and Applications,
2014
DOI:10.1007/s13235-013-0095-6
|
|
|