181 citations · 542 across the 33 of their papers we have counts for
4 papers · 2 filters
Translation invariant mean field games with common noise
Daniel Lacker, Kevin Webster
This note highlights a special class of mean field games in which the coefficients satisfy a convolution-type structural condition. A mean field game of this type with common noise…
A general characterization of the mean field limit for stochastic differential games
Daniel Lacker
The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal a…
Mean field games with common noise
Rene Carmona, Francois Delarue, Daniel Lacker
A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced i…
Mean field games via controlled martingale problems: Existence of Markovian equilibria
Daniel Lacker
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framew…