181 citations · 548 across the 46 of their papers we have counts for
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math.PR2013★ 181 cited
A probabilistic weak formulation of mean field games and applications
Rene Carmona, Daniel Lacker
Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and contro…
math.PR2013★ 7 cited
Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
René Carmona, Francois Delarue
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by t…