Linear quadratic mean field game with control input constraint

Mean Field Games and systemic risk

(2015) René Carmona et al.   Communications in Mathematical Sciences

Risk-Sensitive Mean-Field Games

(2013) Hamidou Tembine et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

(2013) Gilles-Edouard Espinosa et al.   MATHEMATICAL FINANCE

Probabilistic Analysis of Mean-Field Games

(2013) René Carmona et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

(2013) Jiongmin Yong   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players

(2012) Son Luu Nguyen et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters

(2012) Bing-Chang Wang et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

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

(2010) Minyi Huang   SIAM JOURNAL ON CONTROL AND OPTIMIZATION