Mean Field Games / Mean Field Control

  1. (with F. Delarue and A. Lachapelle) Control of McKean-Vlasov Dynamics versus Mean Field Games pdf file
  2. (with F. Delarue) Control of McKean Vlasov Dynamics pdf file
  3. (with F. Delarue) Probabilistic Analysis of Mean Field Games pdf file
  4. (with D. Lacker) The weak formulation for Mean Field Games pdf file
  5. (with J.P. Fouque and L.H. Sun) Mean Field Games and Systemic Risk
  6. (with X. Zhu) A Probabilistic Approach to Mean Field Games with Major and Minor Players
  7. (with F. Delarue) The master equation for large population equilibriums
  8. (with F. Delarue and D. Lacker) Mean Field Games with Common Noise
  9. (with J.P. Fouque, M. Moussavi, and L.H. Sun): Systemic Risk and Stochastic Games with Delay
  10. (with F. Delarue and D. Lacker) Mean Field Games of Timing and Models for Bank Runs
  11. (with P. Wang) An Alternative Approach to Mean Field Game with Major and Minor Players with an Application to a Herders Impacts
  12. (with P. Wang) Discrete Mean Field Games with Major and Minor Players, (2016) https://arxiv.org/abs/1610.05408
  13. (with C. Graves) Jet Lag Recovery: Synchronization of Circadian Rhythms as a Mean Field Game https://arxiv.org/1804.04729
  14. (with A. Angiuli, C. Graves, H.li, J.F. Chassagneux, and F. Delarue): Numerical Probabilisitc Approach to MFGs
  15. (with C. Graves and N. Tan) Price of Anarchy for Mean Field Games http://arxiv.org/abs/1802.04644
  16. (with B. Acciaio and J. Backho Veraguas) Generalized McKean-Vlasov control problem: a stochastic maximum principle and a transport perspective http://arxiv.org/1802.05754
  17. (with F. Delarue) Incentivizing Mean Field Game Players and the Price of Instability (in preparation)
  18. Demographic Mean Field Games (in preparation)
  19. (with P. Wang) A Probabilistic Approach to Extended Finite State Mean Field Games http://arxiv.org/abs/1808.07635
  20. (with P. Wang) Finite-State Contract Theory with a Principal and a Field of Agents http://arxiv.org/abs/1808.07942
  21. (with M. Cerenzia and A. Zeff-Palmer) The Dyson Game http://arxiv.org/abs/1808.02464
  22. (with D. B. Cooney, C. V. Graves, and M. Lauri`ere): Stochastic Graphon Games: the static case http://arxiv.org/abs/????.?????
  23. (with M. Lauri`ere): Machine Learning for the Optimal Control of MKV Dynamics and Mean Field Games: II. The Ergodic Case http://arxiv.org/abs/1907.05980
  24. (with M. Lauri`ere): Machine Learning for the Optimal Control of MKV Dynamics and Mean Field Games: II. The Finite Horizon Case http://arxiv.org/abs/1908.01613