181 citations · 548 across the 46 of their papers we have counts for
Showing 2016 · math.PRShow all
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math.PR2016★ 11 cited
Finite State Mean Field Games with Major and Minor Players
Rene Carmona, Peiqi Wang
The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite pla…
math.PR2016★ 1 cited
An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts
Rene Carmona, Peiqi Wang
The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally…
math.PR2016
Mean field games of timing and models for bank runs
Rene Carmona, Francois Delarue, Daniel Lacker
The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time se…