44 citations · 130 across the 20 of their papers we have counts for
22 papers
Quasi-potential of stationary and quasi-stationary densities: existence, regularity, and applications
Chenchen Mou, Weiwei Qi, Zhongwei Shen +1
The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-station…
Second-order monotonicity conditions and mean field games with volatility control
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both…
Major-minor mean field games: common noise helps
Francois Delarue, Chenchen Mou
The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over fin…
Global Well-Posedness of Displacement Monotone Degenerate Mean Field Games Master Equations
Mohit Bansil, Alpár R. Mészáros, Chenchen Mou
In this paper we construct global in time classical solutions to mean field games master equations in the lack of idiosyncratic noise in the individual agents' dynamics. These incl…
Minimal solutions of master equations for extended mean field games
Chenchen Mou, Jianfeng Zhang
In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new cl…
Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data
Min Li, Chenchen Mou, Zhen Wu +1
In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding -player games. The theory of mean field game of…