68 citations · 217 across the 38 of their papers we have counts for
Showing 2018 · math.PRShow all
2 papers · 2 filters
math.PR2018
Mean Field Game with Delay: a Toy Model
Jean-Pierre Fouque, Zhaoyu Zhang
We study a toy model of linear-quadratic mean field game with delay. We "lift" the delayed dynamic into an infinite dimensional space, and recast the mean field game system which i…
math.PR2018
Directed Chain Stochastic Differential Equations
Nils Detering, Jean-Pierre Fouque, Tomoyuki Ichiba
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation…