181 citations · 548 across the 46 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
q-fin.GN2020★ 1 cited
Applications of Mean Field Games in Financial Engineering and Economic Theory
Rene Carmona
This is an expanded version of the lecture given at the AMS Short Course on Mean Field Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of Mean F…
math.OC2020★ 2 cited
Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
Alexander Aurell, Rene Carmona, Gokce Dayanikli +1
Motivated by models of epidemic control in large populations, we consider a Stackelberg mean field game model between a principal and a mean field of agents evolving on a finite st…
math.OC2020★ 1 cited
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
René Carmona, Kenza Hamidouche, Mathieu Laurière +1
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class…