A general characterization of the mean field limit for stochastic differential games

A probabilistic weak formulation of mean field games and applications

(2015) René Carmona et al.   ANNALS OF APPLIED PROBABILITY

Mean field games via controlled martingale problems: Existence of Markovian equilibria

(2015) Daniel Lacker   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Continuous Time Finite State Mean Field Games

(2013) Diogo A. Gomes et al.   APPLIED MATHEMATICS AND OPTIMIZATION

Probabilistic Analysis of Mean-Field Games

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

The Derivation of Ergodic Mean Field Game Equations for Several Populations of Players

(2013) Ermal Feleqi   Dynamic Games and Applications

Explicit solutions of some linear-quadratic mean field games

(2012) Martino Bardi   Networks and Heterogeneous Media

Control of McKean–Vlasov dynamics versus mean field games

(2012) René Carmona et al.   Mathematics and Financial Economics