181 citations · 548 across the 46 of their papers we have counts for
Showing 2018 · math.PRShow all
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math.PR2018★ 7 cited
Finite-State Contract Theory with a Principal and a Field of Agents
Rene Carmona, Peiqi Wang
We use the recently developed probabilistic analysis of mean field games with finitely many states in the weak formulation, to set-up a principal / agent contract theory model wher…
math.PR2018★ 6 cited
A Probabilistic Approach to Extended Finite State Mean Field Games
Rene Carmona, Peiqi Wang
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale…
math.PR2018★ 3 cited
Numerical Probabilistic Approach to MFG
Andrea Angiuli, Christy V. Graves, Houzhi Li +3
This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers fo…