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  1. A semi-Lagrangian scheme for First-Order Mean Field Games based on monotone operators
    2025/06/12 by Carlini, Elisabetta, Coscetti, Valentina · 2 citations
    #35Q89 #49N80 #65M12 #65M25 #91A16 #FOS: Mathematics #Numerical Analysis (math.NA)
  2. Stationary Mean-Field Games of Singular Control under Knightian Uncertainty
    2025/05/13 by Ferrari, Giorgio, Tzouanas, Ioannis · 1 citation
    #35R35 #49L20 #60J70 #91A07 #91A15 #91A16 #91A26 #9J15 #FOS: Mathematics #Optimization and Control (math.OC)
  3. How much should we care about what others know? Jump signals in optimal investment under relative performance concerns
    2025/03/20 by Bank, Peter, Sedrakjan, Gemma · 2 citations
    #91A06 #91A16 #91B06 #91G10 #FOS: Mathematics #Optimization and Control (math.OC)
  4. Second-order monotonicity conditions and mean field games with volatility control
    2025/03/13 by Chenchen Mou, Mou, Chenchen, Jianfeng Zhang +3 · 1 citation
    Economics, Econometrics and Finance · Engineering · Mathematics · #35Q89 #35R15 #49N80 #60H30 #91A16 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
  5. Major-minor mean field games: common noise helps
    2025/01/05 by Delarue, Francois, Mou, Chenchen · 1 citation
    #60H10 #60H15 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Primary: 49N80 #Probability (math.PR) #Secondary: 35R60
  6. Remarks on potential mean field games
    2024/05/24 by Graber, P. Jameson · 1 citation
    #35Q89 #49N80 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
  7. Cooperation, Correlation and Competition in Ergodic N-player Games and Mean-field Games of Singular Controls: A Case Study
    2024/04/23 by Cannerozzi, Federico, Ferrari, Giorgio · 2 citations
    #49N80 #91A11 #91A15 #91A16 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
  8. Synchronization Games
    2024/02/13 by Höfer, Felix, Soner, H. Mete · 2 citations
    #34C25 #34H05 #37G35 #49L20 #91A16 #92B25 #FOS: Mathematics #Optimization and Control (math.OC)
  9. Bayesian Learning in Mean Field Games
    2024/01/31 by Shmaya, Eran, Ziliotto, Bruno · 1 citation
    #91A16 #91A26 #91A27 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
  10. Intrinsic regularization by noise for 1d mean field games
    2024/01/24 by Delarue, François, Ouknine, Youssef · 1 citation
    #49N80 #60G5 #60H15 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  11. From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective
    2023/12/16 by Carmona, Rene, Dayanikli, Gokce, Delarue, Francois +1 · 2 citations
    #49N80 #49N90 #91A07 #91A10 #91A12 #91A15 #91A16 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
  12. Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version)
    2023/07/22 by Dianetti, Jodi, Ferrari, Giorgio, Tzouanas, Ioannis · 2 citations
    #35R35 #49L20 #60G40 #91A15 #91A16 #93C30 #FOS: Mathematics #Optimization and Control (math.OC)
  13. Two sided ergodic singular control and mean field game for diffusions
    2023/06/15 by Christensen, Sören, Mordecki, Ernesto, Eguren, Facundo Oliú · 1 citation
    #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  14. Approximation of deterministic mean field games under polynomial growth conditions on the data
    2023/05/02 by Gianatti, Justina, Silva, Francisco J., Zorkot, Ahmad · 2 citations
    #35Q89 #49N80 #65M99 #91A16 #91A26 #FOS: Mathematics #Optimization and Control (math.OC)
  15. Long-time behaviour of deterministic Mean Field Games with non-monotone interactions
    2023/04/19 by Bardi, Martino, Kouhkouh, Hicham · 1 citation
    #35B40 #35F21 #35Q89 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
  16. The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models
    2023/03/22 by Lyasoff, Andrew · 1 citation
    #49Q22 #91A16 #91B70 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC)
  17. A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
    2023/03/08 by Fabio Camilli, Camilli, Fabio, Claudio Marchi +1 · 1 citation
    Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #35B27 #35R02 #49N70 #91A16 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Gene Regulatory Network Analysis #Mathematical Biology Tumor Growth #Optimization and Control (math.OC)
  18. Approximation of deterministic mean field games with control-affine dynamics
    2022/12/19 by Justina Gianatti, Gianatti, Justina, Francisco J. Silva +1 · 3 citations
    Economics, Econometrics and Finance · #35Q89 #49N80 #65M99 #91A16 #91A26 #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
  19. Error estimates of a theta-scheme for second-order mean field games
    2022/12/15 by Bonnans, J. Frédéric, Liu, Kang, Pfeiffer, Laurent · 2 citations
    #49N80 #65M012 #65M06 #9108 #91A16 #FOS: Mathematics #Numerical Analysis (math.NA)
  20. Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
    2022/09/08 by Tangpi, Ludovic, Wang, Shichun · 1 citation
    #49J55 #91A16 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
  21. Mean field games master equations: from discrete to continuous state space
    2022/07/07 by Bertucci, Charles, Cecchin, Alekos · 1 citation
    #35Q89 #49M25 #49N80 #60J28 #65M06 #65M75 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
  22. Reinforcement Learning Algorithm for Mixed Mean Field Control Games
    2022/05/04 by Andrea Angiuli, Nils Detering, Angiuli, Andrea +7 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #68Q32 #91A16 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
  23. Mean Field Game Master Equations with Anti-monotonicity Conditions
    2022/01/26 by Chenchen Mou, Jianfeng Zhang, Mou, Chenchen +1 · 3 citations
    Mathematics · #35R15 #49N80 #49Q22 #60H30 #91A16 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods for differential equations #Optimization and Control (math.OC) #Probability (math.PR)
  24. Rates of convergence for the policy iteration method for Mean Field Games systems
    2021/08/02 by Camilli, Fabio, Tang, Qing · 1 citation
    #35Q89 #49N80 #65N12 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
  25. Set Values for Mean Field Games
    2021/07/04 by Iseri, Melih, Zhang, Jianfeng · 2 citations
    #60H30 #91A06 #91A16 #91A25 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  26. On Numerical approximations of fractional and nonlocal Mean Field Games
    2021/04/30 by Chowdhury, Indranil, Ersland, Olav, Jakobsen, Espen R. · 2 citations
    #35K61 #35Q84 #35Q89 #35R06 #35R11 #45K05 #47G20 #49L12 #65M12 #65M22 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA)
  27. A Class of Dimension-free Metrics for the Convergence of Empirical Measures
    2021/04/24 by Jiequn Han, Han, Jiequn, Ruimeng Hu +3 · 1 citation
    Mathematics · Physics and Astronomy · #60B10 #60E15 #60H10 #60K35 #91A16 #FOS: Computer and information sciences #FOS: Mathematics #Geometric Analysis and Curvature Flows #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Mechanics and Entropy
  28. Equilibrium Price Formation with a Major Player and its Mean Field Limit
    2021/02/22 by Fujii, Masaaki, Takahashi, Akihiko · 3 citations
    #91A15 #91A16 #FOS: Economics and business #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)
  29. Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games
    2021/02/18 by Bayraktar, Erhan, Zhang, Xin · 3 citations
    #49N80 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  30. Mean Field Models to Regulate Carbon Emissions in Electricity Production
    2021/02/18 by Carmona, Rene, Dayanikli, Gokce, Lauriere, Mathieu · 5 citations
    #49N80 #49N90 #91A07 #91A16 #91B76 #FOS: Mathematics #Optimization and Control (math.OC)

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