On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players

Sensitivity for the Smoluchowski equation

(2011) I F Bailleul   Journal of Physics A-Mathematical and Theoretical

Smoluchowski’s equation: Rate of convergence of the Marcus–Lushnikov process

(2011) Eduardo Cepeda et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Convergence of a stochastic particle approximation for fractional scalar conservation laws

(2011) Benjamin Jourdain et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

A Maximum Principle for SDEs of Mean-Field Type

(2010) Daniel Andersson et al.   APPLIED MATHEMATICS AND OPTIMIZATION

The NCE (Mean Field) Principle With Locality Dependent Cost Interactions

(2010) Minyi Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Tagged particle processes and their non-explosion criteria

(2010) Hirofumi OSADA   JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN

COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

(2010) AIME LACHAPELLE et al.   MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES

Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle

(2010) Minyi Huang   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Mean Field Games: Numerical Methods

(2010) Yves Achdou et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation

(2010) Peter L. W. Man et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Mean-field backward stochastic differential equations: A limit approach

(2009) Rainer Buckdahn et al.   ANNALS OF PROBABILITY

Nonlinear evolution and transport equations for measures

(2009) V. I. Bogachev et al.   DOKLADY MATHEMATICS

Discrete time, finite state space mean field games

(2009) Diogo A. Gomes et al.   JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES