7 citations · 14 across the 3 of their papers we have counts for
3 papers
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.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…