:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Bassière, Alicia, Dumitrescu, Roxana, Tankov, Peter
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control
Online Access:	https://arxiv.org/abs/2312.17691
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Law-invariant BSDEs and dynamic risk measures: new characterizations
by: Bensaid, Zakaria, et al.
Published: (2026)

A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings
by: Alasseur, Clémence, et al.
Published: (2022)

Entropy Regularization in Mean-Field Games of Optimal Stopping
by: Dianetti, Jodi, et al.
Published: (2025)

Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids
by: Alasseur, Clémence, et al.
Published: (2024)

Extragradient methods for mean field games of controls and mean field type FBSDEs
by: Meynard, Charles
Published: (2026)

Robust mean field control: stochastic maximum principle and variational mean field games
by: Delarue, François, et al.
Published: (2026)

Approximation of N-player stochastic games with singular controls by mean field games
by: Cao, Haoyang, et al.
Published: (2022)

Markov-Nash equilibria in mean-field games under model uncertainty
by: Langner, Johannes, et al.
Published: (2024)

Extended mean field games with terminal constraint via decoupling fields
by: Hua, Tianjiao, et al.
Published: (2025)

Travel-time tomography from mean field game dynamics
by: Xu, Longqiang, et al.
Published: (2026)

Sharp propagation of chaos for mean field Langevin dynamics, control, and games
by: Arnese, Manuel, et al.
Published: (2026)

The petrol station game: the regional average price. A mean field analysis
by: Bagagiolo, Fabio, et al.
Published: (2026)

Graph-structured tensor optimization for nonlinear density control and mean field games
by: Ringh, Axel, et al.
Published: (2021)

Unique determination of cost functions in a multipopulation mean field game model
by: Ren, Kui, et al.
Published: (2023)

Local convergence of mean-field Langevin dynamics: from gradient flows to linearly monotone games
by: Wang, Guillaume, et al.
Published: (2026)

Computational analysis on a linkage between generalized logit dynamic and discounted mean field game
by: Yoshioka, Hidekazu
Published: (2024)

Robust mean-field games under entropy-based uncertainty
by: Delarue, François, et al.
Published: (2026)

A hybrid deep learning method for finite-horizon mean-field game problems
by: Zhang, Yu, et al.
Published: (2023)

Learning equilibria in Cournot mean field games of controls
by: Camilli, Fabio, et al.
Published: (2024)

Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
by: Mohapatra, Partha Sarathi, et al.
Published: (2023)

Decarbonization of financial markets: a mean-field game approach
by: Lavigne, Pierre, et al.
Published: (2023)

Risk-averse mean field games: exploitability and non-asymptotic analysis
by: Cheng, Ziteng, et al.
Published: (2023)

Non--exchangeable mean field games with moderate interactions and common noise
by: Djete, Mao Fabrice
Published: (2026)

Continuous-time mean field games: a primal-dual characterization
by: Guo, Xin, et al.
Published: (2025)

Two system transformation data-driven algorithms for linear quadratic mean-field games
by: Li, Xun, et al.
Published: (2024)

Non-exchangeable evolutionary and mean field games and their applications
by: Yoshioka, H., et al.
Published: (2025)

A generalized mean-field game model for the dynamics of pedestrians with limited predictive abilities
by: Cristiani, Emiliano, et al.
Published: (2021)

Determining internal topological structures and running cost of mean field games with partial boundary measurement
by: Ding, Ming-Hui, et al.
Published: (2024)

Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system
by: Huang, Pengyan, et al.
Published: (2026)

Generalized pair-wise logit dynamic and its connection to a mean field game: theoretical and computational investigations focusing on resource management
by: Yoshioka, Hidekazu, et al.
Published: (2024)

Hidden monotonicity and canonical transformations for mean field games and master equations
by: Bansil, Mohit, et al.
Published: (2024)

Coarse correlated equilibria for continuous time mean field games in open loop strategies
by: Campi, Luciano, et al.
Published: (2023)

Unified continuous-time q-learning for mean-field game and mean-field control problems
by: Wei, Xiaoli, et al.
Published: (2024)

A "trembling hand perfect" equilibrium for a certain class of mean field games
by: Graber, P. Jameson
Published: (2025)

A mean field game approach to equilibrium consumption under external habit formation
by: Bo, Lijun, et al.
Published: (2022)

Computational investigations of a multi-class traffic flow model: mean-field and microscopic dynamics
by: Machtalay, Amal, et al.
Published: (2023)

Lipschitz solutions to mean field games with a major player and applications
by: Meynard, Charles
Published: (2026)

A model of strategic sustainable investment
by: De Angelis, Tiziano, et al.
Published: (2024)

A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
by: Wang, Xu, et al.
Published: (2025)

Inverse boundary problem for a mean field game system with probability density constraint
by: Liu, Hongyu, et al.
Published: (2024)