16 citations · 53 across the 23 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012★ 6 cited
Probabilistic Analysis of Mean-Field Games
Rene Carmona, Francois Delarue
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean…
math.PR2012★ 1 cited
Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes
Rene Carmona, Francois Delarue
Motivated by earlier work on the use of fully-coupled Forward-Backward Stochastic Differential Equations (henceforth FBSDEs) in the analysis of mathematical models for the CO2 emis…
math.PR2012★ 2 cited
Control of McKean-Vlasov Dynamics versus Mean Field Games
Rene Carmona, Francois Delarue, Aime Lachapelle
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to th…