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20122015
most citedA Probabilistic Approach to Mean Field Games with Major and Minor Players

8 citations · 9 across the 3 of their papers we have counts for

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math.PR2014★ 8 cited

A Probabilistic Approach to Mean Field Games with Major and Minor Players

Rene Carmona, Xiuneng Zhu

We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is…

math.PR2012★ 1 cited

Mean Field Forward-Backward Stochastic Differential Equations

Rene Carmona, Francois Delarue

The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. The…