3 citations · 11 across the 11 of their papers we have counts for
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math.PR2018
Selection of equilibria in a linear quadratic mean-field game
François Delarue, Rinel Foguen Tchuendom
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study…
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…