Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise

Author:

Ahuja Saran,Ren Weiluo,Yang Tzu-Wei

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference34 articles.

1. Mean Field Games with Common Noise;Ahuja,2015

2. Wellposedness of mean field games with common noise under a weak monotonicity condition;Ahuja;SIAM J. Control Optim.,2016

3. Weak solutions of forward–backward sde;Antonelli;Stoch. Anal. Appl.,2003

4. Linear-quadratic n-person and mean-field games with ergodic cost;Bardi;SIAM J. Control Optim.,2014

5. Mean field games with a dominating player;Bensoussan;Appl. Math. Optim.,2015

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