Li, Yun; Wu, Fuke; Xie, Longjie Poisson equation on Wasserstein space and diffusion approximations for multiscale McKean-Vlasov equation. (English) Zbl 07817069 SIAM J. Math. Anal. 56, No. 2, 1495-1524 (2024). MSC: 60J60 60F05 35J60 70K70 PDFBibTeX XMLCite \textit{Y. Li} et al., SIAM J. Math. Anal. 56, No. 2, 1495--1524 (2024; Zbl 07817069) Full Text: DOI arXiv
Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients. (English) Zbl 07815299 Potential Anal. 60, No. 3, 1093-1119 (2024). MSC: 60H10 60H30 60H07 PDFBibTeX XMLCite \textit{Y. Hu} et al., Potential Anal. 60, No. 3, 1093--1119 (2024; Zbl 07815299) Full Text: DOI arXiv
Song, Jian; Wang, Meng On mean-field control problems for backward doubly stochastic systems. (English) Zbl 07815237 ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024). MSC: 93E20 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{J. Song} and \textit{M. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024; Zbl 07815237) Full Text: DOI arXiv
Feng, Xinwei; Qiu, Zhenghong; Wang, Shujun Linear quadratic mean-field game with volatility uncertainty. (English) Zbl 07808093 J. Math. Anal. Appl. 534, No. 2, Article ID 128081, 29 p. (2024). MSC: 91A16 49N10 49N80 PDFBibTeX XMLCite \textit{X. Feng} et al., J. Math. Anal. Appl. 534, No. 2, Article ID 128081, 29 p. (2024; Zbl 07808093) Full Text: DOI
Shao, Jinghai; Tian, Taoran; Wang, Shen Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle. (English) Zbl 07808092 J. Math. Anal. Appl. 534, No. 2, Article ID 128080, 17 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J76 65C99 PDFBibTeX XMLCite \textit{J. Shao} et al., J. Math. Anal. Appl. 534, No. 2, Article ID 128080, 17 p. (2024; Zbl 07808092) Full Text: DOI arXiv
Li, Xiaochen; Du, Kai Sequential propagation of chaos for mean-field BSDE systems. (English) Zbl 07804887 Chin. Ann. Math., Ser. B 45, No. 1, 11-40 (2024). MSC: 65C35 82C22 60J60 60B10 PDFBibTeX XMLCite \textit{X. Li} and \textit{K. Du}, Chin. Ann. Math., Ser. B 45, No. 1, 11--40 (2024; Zbl 07804887) Full Text: DOI
Tang, Qing; Song, Jiahao Learning optimal policies in potential mean field games: smoothed policy iteration algorithms. (English) Zbl 07800994 SIAM J. Control Optim. 62, No. 1, 351-375 (2024). MSC: 91A16 91A26 65M06 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{J. Song}, SIAM J. Control Optim. 62, No. 1, 351--375 (2024; Zbl 07800994) Full Text: DOI arXiv
Neumann, Berenice Anne A myopic adjustment process for mean field games with finite state and action space. (English) Zbl 07797469 Int. J. Game Theory 53, No. 1, 159-195 (2024). MSC: 91A16 91A26 PDFBibTeX XMLCite \textit{B. A. Neumann}, Int. J. Game Theory 53, No. 1, 159--195 (2024; Zbl 07797469) Full Text: DOI arXiv OA License
Carlini, Elisabetta; Silva, Francisco J.; Zorkot, Ahmad A Lagrange-Galerkin scheme for first order mean field game systems. (English) Zbl 07794527 SIAM J. Numer. Anal. 62, No. 1, 167-198 (2024). MSC: 91A16 35Q89 65M60 PDFBibTeX XMLCite \textit{E. Carlini} et al., SIAM J. Numer. Anal. 62, No. 1, 167--198 (2024; Zbl 07794527) Full Text: DOI arXiv
Han, Jiequn; Hu, Ruimeng; Long, Jihao Learning high-dimensional McKean-Vlasov forward-backward stochastic differential equations with general distribution dependence. (English) Zbl 07794520 SIAM J. Numer. Anal. 62, No. 1, 1-24 (2024). MSC: 60H35 68T07 65M99 93E20 49N80 68Q25 PDFBibTeX XMLCite \textit{J. Han} et al., SIAM J. Numer. Anal. 62, No. 1, 1--24 (2024; Zbl 07794520) Full Text: DOI arXiv
Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro Master Bellman equation in the Wasserstein space: uniqueness of viscosity solutions. (English) Zbl 07785442 Trans. Am. Math. Soc. 377, No. 1, 31-83 (2024). MSC: 49K45 35D40 35Q89 35B51 58E25 PDFBibTeX XMLCite \textit{A. Cosso} et al., Trans. Am. Math. Soc. 377, No. 1, 31--83 (2024; Zbl 07785442) Full Text: DOI arXiv
Bezemek, Z. W.; Heldman, M. Importance sampling for the empirical measure of weakly interacting diffusions. (English) Zbl 07783069 Appl. Math. Optim. 89, No. 1, Paper No. 7, 59 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 65C05 35F21 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{M. Heldman}, Appl. Math. Optim. 89, No. 1, Paper No. 7, 59 p. (2024; Zbl 07783069) Full Text: DOI arXiv
Cardaliaguet, Pierre; Delarue, François Selected topics in mean field games. (English) Zbl 07823081 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 5. Sections 9–11. Berlin: European Mathematical Society (EMS). 3660-3703 (2023). MSC: 91A16 35Q89 60H30 PDFBibTeX XMLCite \textit{P. Cardaliaguet} and \textit{F. Delarue}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 5. Sections 9--11. Berlin: European Mathematical Society (EMS). 3660--3703 (2023; Zbl 07823081) Full Text: DOI OA License
Neuman, Eyal; Voß, Moritz Trading with the crowd. (English) Zbl 07797361 Math. Finance 33, No. 3, 548-617 (2023). MSC: 91G10 91A15 91A16 93E20 PDFBibTeX XMLCite \textit{E. Neuman} and \textit{M. Voß}, Math. Finance 33, No. 3, 548--617 (2023; Zbl 07797361) Full Text: DOI arXiv OA License
Bertucci, Charles Monotone solutions for mean field games master equations: continuous state space and common noise. (English) Zbl 07793273 Commun. Partial Differ. Equations 48, No. 10-12, 1245-1285 (2023). MSC: 91A16 35D30 35R60 PDFBibTeX XMLCite \textit{C. Bertucci}, Commun. Partial Differ. Equations 48, No. 10--12, 1245--1285 (2023; Zbl 07793273) Full Text: DOI arXiv
Huang, Xing; Lv, Wujun Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system. (English) Zbl 07790278 Electron. J. Probab. 28, Paper No. 134, 20 p. (2023). MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{X. Huang} and \textit{W. Lv}, Electron. J. Probab. 28, Paper No. 134, 20 p. (2023; Zbl 07790278) Full Text: DOI arXiv
Albeverio, Sergio; De Vecchi, Francesco Carlo; Ugolini, Stefania Some connections between stochastic mechanics, optimal control, and nonlinear Schrödinger equations. (English) Zbl 07773779 Morel, Jean-Michel (ed.) et al., Mathematics going forward. Collected mathematical brushstrokes. Cham: Springer. Lect. Notes Math. 2313, 505-534 (2023). MSC: 35Q55 35Q40 35Q79 82C10 81V73 93E20 35A15 35-03 01A60 01A61 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Lect. Notes Math. 2313, 505--534 (2023; Zbl 07773779) Full Text: DOI
Cardaliaguet, Pierre; Daudin, Samuel; Jackson, Joe; Souganidis, Panagiotis E. An algebraic convergence rate for the optimal control of McKean-Vlasov dynamics. (English) Zbl 07771528 SIAM J. Control Optim. 61, No. 6, 3341-3369 (2023). MSC: 93E20 60H30 93B25 PDFBibTeX XMLCite \textit{P. Cardaliaguet} et al., SIAM J. Control Optim. 61, No. 6, 3341--3369 (2023; Zbl 07771528) Full Text: DOI arXiv
Cammardella, Neil; Bušić, Ana; Meyn, Sean P. Kullback-Leibler-quadratic optimal control. (English) Zbl 07764830 SIAM J. Control Optim. 61, No. 5, 3234-3258 (2023). MSC: 90C40 93E20 90C46 93E35 60J20 PDFBibTeX XMLCite \textit{N. Cammardella} et al., SIAM J. Control Optim. 61, No. 5, 3234--3258 (2023; Zbl 07764830) Full Text: DOI arXiv
Ascione, Giacomo; Castorina, Daniele; Solombrino, Francesco Mean-field sparse optimal control of systems with additive white noise. (English) Zbl 07764527 SIAM J. Math. Anal. 55, No. 6, 6965-6990 (2023). MSC: 68Q25 68R10 68U05 PDFBibTeX XMLCite \textit{G. Ascione} et al., SIAM J. Math. Anal. 55, No. 6, 6965--6990 (2023; Zbl 07764527) Full Text: DOI arXiv
Nykänen, Jani Mean-field stochastic differential equations with a discontinuous diffusion coefficient. (English) Zbl 1523.60101 Probab. Uncertain. Quant. Risk 8, No. 3, 351-372 (2023). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{J. Nykänen}, Probab. Uncertain. Quant. Risk 8, No. 3, 351--372 (2023; Zbl 1523.60101) Full Text: DOI arXiv
Carmona, Rene; Cormier, Quentin; Soner, H. Mete Synchronization in a Kuramoto mean field game. (English) Zbl 1527.35427 Commun. Partial Differ. Equations 48, No. 9, 1214-1244 (2023). MSC: 35Q89 35D40 49N80 91A16 93E03 35B32 35R60 PDFBibTeX XMLCite \textit{R. Carmona} et al., Commun. Partial Differ. Equations 48, No. 9, 1214--1244 (2023; Zbl 1527.35427) Full Text: DOI arXiv
Wang, Feng-Yu Distribution dependent reflecting stochastic differential equations. (English) Zbl 1523.60105 Sci. China, Math. 66, No. 11, 2411-2456 (2023). MSC: 60H10 60G65 PDFBibTeX XMLCite \textit{F.-Y. Wang}, Sci. China, Math. 66, No. 11, 2411--2456 (2023; Zbl 1523.60105) Full Text: DOI arXiv
Jimenez, Chloé; Marigonda, Antonio; Quincampoix, Marc Dynamical systems and Hamilton-Jacobi-Bellman equations on the Wasserstein space and their \(L^2\) representations. (English) Zbl 1526.35118 SIAM J. Math. Anal. 55, No. 5, 5919-5966 (2023). MSC: 35F21 35D40 49L25 49Q22 PDFBibTeX XMLCite \textit{C. Jimenez} et al., SIAM J. Math. Anal. 55, No. 5, 5919--5966 (2023; Zbl 1526.35118) Full Text: DOI
Sanjari, Sina; Basar, Tamer; Yuksel, Serdar Isomorphism properties of optimality and equilibrium solutions under equivalent information structure transformations: stochastic dynamic games and teams. (English) Zbl 1526.93281 SIAM J. Control Optim. 61, No. 5, 3102-3130 (2023). MSC: 93E20 91A15 91A20 91A25 PDFBibTeX XMLCite \textit{S. Sanjari} et al., SIAM J. Control Optim. 61, No. 5, 3102--3130 (2023; Zbl 1526.93281) Full Text: DOI arXiv
Higuera-Chan, Carmen G.; Laura-Guarachi, Leonardo R.; Minjárez-Sosa, J. Adolfo Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem. (English) Zbl 07754804 Math. Methods Oper. Res. 98, No. 2, 169-203 (2023). MSC: 60-XX 93-XX 90C40 91B76 PDFBibTeX XMLCite \textit{C. G. Higuera-Chan} et al., Math. Methods Oper. Res. 98, No. 2, 169--203 (2023; Zbl 07754804) Full Text: DOI
Yang, Hyun Jong; Moon, Jun A sufficient condition for optimal control problem of fully coupled forward-backward stochastic systems with jumps: a state-constrained control approach. (English) Zbl 07754265 Optim. Control Appl. Methods 44, No. 4, 1936-1971 (2023). MSC: 93E20 60H30 45K05 49L12 49L25 PDFBibTeX XMLCite \textit{H. J. Yang} and \textit{J. Moon}, Optim. Control Appl. Methods 44, No. 4, 1936--1971 (2023; Zbl 07754265) Full Text: DOI
Hynd, Ryan Evolution of mixed strategies in monotone games. (English) Zbl 1527.91007 SIAM J. Optim. 33, No. 4, 2750-2771 (2023). MSC: 91A10 91A16 46G12 PDFBibTeX XMLCite \textit{R. Hynd}, SIAM J. Optim. 33, No. 4, 2750--2771 (2023; Zbl 1527.91007) Full Text: DOI arXiv
Meng, Jun; Wang, Ming-hui; Yang, Ben-zhang; Huang, Nan-jing A stochastic goodwill model depending on quality level and advertising. (English) Zbl 1523.90045 Optimization 72, No. 10, 2463-2497 (2023). MSC: 90B06 90B60 91A12 91A65 93E20 PDFBibTeX XMLCite \textit{J. Meng} et al., Optimization 72, No. 10, 2463--2497 (2023; Zbl 1523.90045) Full Text: DOI
Saldi, Naci; Başar, Tamer; Raginsky, Maxim Partially observed discrete-time risk-sensitive mean field games. (English) Zbl 1522.91042 Dyn. Games Appl. 13, No. 3, 929-960 (2023). MSC: 91A16 91A50 90C39 PDFBibTeX XMLCite \textit{N. Saldi} et al., Dyn. Games Appl. 13, No. 3, 929--960 (2023; Zbl 1522.91042) Full Text: DOI arXiv
Boufoussi, Brahim; Mouchtabih, Soufiane McKean-Vlasov BSDEs with locally monotone coefficient. (English) Zbl 07739318 Acta Math. Sin., Engl. Ser. 39, No. 7, 1414-1424 (2023). MSC: 60H10 PDFBibTeX XMLCite \textit{B. Boufoussi} and \textit{S. Mouchtabih}, Acta Math. Sin., Engl. Ser. 39, No. 7, 1414--1424 (2023; Zbl 07739318) Full Text: DOI
Han, Jiequn; Hu, Ruimeng; Long, Jihao A class of dimension-free metrics for the convergence of empirical measures. (English) Zbl 1522.60015 Stochastic Processes Appl. 164, 242-287 (2023). MSC: 60B10 60E15 60K35 91A16 60H10 PDFBibTeX XMLCite \textit{J. Han} et al., Stochastic Processes Appl. 164, 242--287 (2023; Zbl 1522.60015) Full Text: DOI arXiv
Burzoni, Matteo; Campi, Luciano Mean field games with absorption and common noise with a model of bank run. (English) Zbl 1528.91008 Stochastic Processes Appl. 164, 206-241 (2023). MSC: 91A16 91A80 49N80 60H30 91G99 PDFBibTeX XMLCite \textit{M. Burzoni} and \textit{L. Campi}, Stochastic Processes Appl. 164, 206--241 (2023; Zbl 1528.91008) Full Text: DOI arXiv
Almi, Stefano; Morandotti, Marco; Solombrino, Francesco Optimal control problems in transport dynamics with additive noise. (English) Zbl 1527.49029 J. Differ. Equations 373, 1-47 (2023). Reviewer: A. Omrane (Cayenne) MSC: 49N80 92D25 35Q93 49J45 60H10 49M41 93E20 PDFBibTeX XMLCite \textit{S. Almi} et al., J. Differ. Equations 373, 1--47 (2023; Zbl 1527.49029) Full Text: DOI arXiv
Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen R. On numerical approximations of fractional and nonlocal mean field games. (English) Zbl 1527.35428 Found. Comput. Math. 23, No. 4, 1381-1431 (2023). MSC: 35Q89 35Q84 91A16 47G20 49L12 49L25 45K05 35K61 35F21 65M12 65M22 93B52 93C20 60J65 60G55 26A33 35R11 35R06 PDFBibTeX XMLCite \textit{I. Chowdhury} et al., Found. Comput. Math. 23, No. 4, 1381--1431 (2023; Zbl 1527.35428) Full Text: DOI arXiv
Fujii, Masaaki Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations. (English) Zbl 1521.49027 ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023). MSC: 49N80 91B24 93E20 PDFBibTeX XMLCite \textit{M. Fujii}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023; Zbl 1521.49027) Full Text: DOI arXiv
Djete, Mao Fabrice Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls. (English) Zbl 07734411 ESAIM, Control Optim. Calc. Var. 29, Paper No. 39, 42 p. (2023). MSC: 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{M. F. Djete}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 39, 42 p. (2023; Zbl 07734411) Full Text: DOI arXiv
Cosso, Andrea; Martini, Mattia On smooth approximations in the Wasserstein space. (English) Zbl 07734100 Electron. Commun. Probab. 28, Paper No. 30, 11 p. (2023). MSC: 28A33 28A15 49N80 PDFBibTeX XMLCite \textit{A. Cosso} and \textit{M. Martini}, Electron. Commun. Probab. 28, Paper No. 30, 11 p. (2023; Zbl 07734100) Full Text: DOI arXiv Link
Qu, Baoyou; Wang, Falei Multi-dimensional BSDEs with mean reflection. (English) Zbl 07733581 Electron. J. Probab. 28, Paper No. 103, 26 p. (2023). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{B. Qu} and \textit{F. Wang}, Electron. J. Probab. 28, Paper No. 103, 26 p. (2023; Zbl 07733581) Full Text: DOI Link
Ricciardi, Michele The convergence problem in mean field games with Neumann boundary conditions. (English) Zbl 1522.35513 SIAM J. Math. Anal. 55, No. 4, 3316-3343 (2023). MSC: 35Q89 91A16 91A15 91A06 35A01 35A02 35B65 60J65 93B52 35Q60 PDFBibTeX XMLCite \textit{M. Ricciardi}, SIAM J. Math. Anal. 55, No. 4, 3316--3343 (2023; Zbl 1522.35513) Full Text: DOI arXiv
Graber, P. Jameson; Mészáros, Alpár R. On monotonicity conditions for mean field games. (English) Zbl 1519.91034 J. Funct. Anal. 285, No. 9, Article ID 110095, 45 p. (2023). MSC: 91A16 PDFBibTeX XMLCite \textit{P. J. Graber} and \textit{A. R. Mészáros}, J. Funct. Anal. 285, No. 9, Article ID 110095, 45 p. (2023; Zbl 1519.91034) Full Text: DOI arXiv
Mendico, Cristian A singular perturbation problem for mean field games of acceleration: application to mean field games of control. (English) Zbl 1521.35018 J. Evol. Equ. 23, No. 3, Paper No. 56, 27 p. (2023). MSC: 35B25 35B40 35F21 35Q89 91A16 PDFBibTeX XMLCite \textit{C. Mendico}, J. Evol. Equ. 23, No. 3, Paper No. 56, 27 p. (2023; Zbl 1521.35018) Full Text: DOI arXiv
Djehiche, Boualem; Martini, Mattia Time-inconsistent mean-field optimal stopping: a limit approach. (English) Zbl 07725241 J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91A16 91A80 PDFBibTeX XMLCite \textit{B. Djehiche} and \textit{M. Martini}, J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023; Zbl 07725241) Full Text: DOI arXiv
Bai, Yifan; Huang, Xing Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models. (English) Zbl 1517.60058 J. Theor. Probab. 36, No. 3, 1902-1921 (2023). MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{Y. Bai} and \textit{X. Huang}, J. Theor. Probab. 36, No. 3, 1902--1921 (2023; Zbl 1517.60058) Full Text: DOI arXiv
Wu, Fuke; Xi, Fubao; Zhu, Chao On a class of McKean-Vlasov stochastic functional differential equations with applications. (English) Zbl 1517.60069 J. Differ. Equations 371, 31-49 (2023). MSC: 60H10 91A80 34K50 34K05 PDFBibTeX XMLCite \textit{F. Wu} et al., J. Differ. Equations 371, 31--49 (2023; Zbl 1517.60069) Full Text: DOI
Grube, Sebastian Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type. (English) Zbl 1517.60062 Electron. Commun. Probab. 28, Paper No. 11, 13 p. (2023). MSC: 60H10 60G17 35C99 PDFBibTeX XMLCite \textit{S. Grube}, Electron. Commun. Probab. 28, Paper No. 11, 13 p. (2023; Zbl 1517.60062) Full Text: DOI arXiv
Motte, Médéric; Pham, Huyên Quantitative propagation of chaos for mean field Markov decision process with common noise. (English) Zbl 1519.60065 Electron. J. Probab. 28, Paper No. 86, 24 p. (2023). MSC: 60J05 60F15 91A12 37D45 PDFBibTeX XMLCite \textit{M. Motte} and \textit{H. Pham}, Electron. J. Probab. 28, Paper No. 86, 24 p. (2023; Zbl 1519.60065) Full Text: DOI arXiv
Zhang, Shao-Qin Existence and non-uniqueness of stationary distributions for distribution dependent SDEs. (English) Zbl 07721265 Electron. J. Probab. 28, Paper No. 93, 34 p. (2023). MSC: 60H10 60G10 PDFBibTeX XMLCite \textit{S.-Q. Zhang}, Electron. J. Probab. 28, Paper No. 93, 34 p. (2023; Zbl 07721265) Full Text: DOI arXiv
Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension. (English) Zbl 1520.93608 Ann. Appl. Probab. 33, No. 4, 2863-2918 (2023). MSC: 93E20 35R60 49L20 49L25 PDFBibTeX XMLCite \textit{A. Cosso} et al., Ann. Appl. Probab. 33, No. 4, 2863--2918 (2023; Zbl 1520.93608) Full Text: DOI arXiv Link
Hu, Kaitong; Ren, Zhenjie; Yang, Junjian Principal-agent problem with multiple principals. (English) Zbl 1520.91231 Stochastics 95, No. 5, 878-905 (2023). MSC: 91B43 91B41 91A16 93E20 PDFBibTeX XMLCite \textit{K. Hu} et al., Stochastics 95, No. 5, 878--905 (2023; Zbl 1520.91231) Full Text: DOI arXiv
Germain, Maximilien; Pham, Huyên; Warin, Xavier A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection. (English) Zbl 1518.49045 Numer. Algebra Control Optim. 13, No. 3-4, 555-582 (2023). MSC: 49N80 49M99 68T07 93E20 49J55 49L25 90C39 65M15 35K55 PDFBibTeX XMLCite \textit{M. Germain} et al., Numer. Algebra Control Optim. 13, No. 3--4, 555--582 (2023; Zbl 1518.49045) Full Text: DOI arXiv
Luo, Tao; Song, Qingshuo From mean field games to Navier-Stokes equations. (English) Zbl 1520.91051 Numer. Algebra Control Optim. 13, No. 3-4, 486-499 (2023). MSC: 91A16 35Q30 35Q89 35F21 PDFBibTeX XMLCite \textit{T. Luo} and \textit{Q. Song}, Numer. Algebra Control Optim. 13, No. 3--4, 486--499 (2023; Zbl 1520.91051) Full Text: DOI arXiv
Hibon, Hélène; Hu, Ying; Tang, Shanjian Mean-field type quadratic BSDEs. (English) Zbl 1515.60191 Numer. Algebra Control Optim. 13, No. 3-4, 392-412 (2023). MSC: 60H10 PDFBibTeX XMLCite \textit{H. Hibon} et al., Numer. Algebra Control Optim. 13, No. 3--4, 392--412 (2023; Zbl 1515.60191) Full Text: DOI arXiv
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco Polarization and coherence in mean field games driven by private and social utility. (English) Zbl 1520.91048 J. Optim. Theory Appl. 198, No. 1, 49-85 (2023). MSC: 91A16 91B14 PDFBibTeX XMLCite \textit{P. Dai Pra} et al., J. Optim. Theory Appl. 198, No. 1, 49--85 (2023; Zbl 1520.91048) Full Text: DOI
Barker, Matt; Degond, Pierre; Martin, Ralf; Muûls, Mirabelle A mean field game model of firm-level innovation. (English) Zbl 07716173 Math. Models Methods Appl. Sci. 33, No. 5, 929-970 (2023). MSC: 65-XX 35A01 65L10 65L12 65L20 65L70 PDFBibTeX XMLCite \textit{M. Barker} et al., Math. Models Methods Appl. Sci. 33, No. 5, 929--970 (2023; Zbl 07716173) Full Text: DOI arXiv
Lv, Siyu; Xiong, Jie; Zhang, Xin Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. (English) Zbl 1520.91087 Automatica 154, Article ID 111072, 9 p. (2023). MSC: 91A65 91A15 91A05 49N10 49N70 PDFBibTeX XMLCite \textit{S. Lv} et al., Automatica 154, Article ID 111072, 9 p. (2023; Zbl 1520.91087) Full Text: DOI arXiv
Cardaliaguet, Pierre; Cirant, Marco; Porretta, Alessio Splitting methods and short time existence for the master equations in mean field games. (English) Zbl 1522.35511 J. Eur. Math. Soc. (JEMS) 25, No. 5, 1823-1918 (2023). MSC: 35Q89 35K55 49N70 35A01 35A02 35R06 PDFBibTeX XMLCite \textit{P. Cardaliaguet} et al., J. Eur. Math. Soc. (JEMS) 25, No. 5, 1823--1918 (2023; Zbl 1522.35511) Full Text: DOI arXiv
Chen, Yanbo; Nie, Tianyang; Wang, Shujun Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. (English) Zbl 07712464 Syst. Control Lett. 177, Article ID 105550, 15 p. (2023). MSC: 93E20 60H30 91A23 91A65 49N70 PDFBibTeX XMLCite \textit{Y. Chen} et al., Syst. Control Lett. 177, Article ID 105550, 15 p. (2023; Zbl 07712464) Full Text: DOI
Talbi, Mehdi; Touzi, Nizar; Zhang, Jianfeng Dynamic programming equation for the mean field optimal stopping problem. (English) Zbl 1515.60113 SIAM J. Control Optim. 61, No. 4, 2140-2164 (2023). MSC: 60G40 49N80 35Q89 90C39 PDFBibTeX XMLCite \textit{M. Talbi} et al., SIAM J. Control Optim. 61, No. 4, 2140--2164 (2023; Zbl 1515.60113) Full Text: DOI arXiv
Li, Min; Nie, Tianyang; Wu, Zhen Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach. (English) Zbl 1515.60202 SIAM J. Control Optim. 61, No. 4, 2114-2139 (2023). MSC: 60H10 93E20 91A15 49N10 PDFBibTeX XMLCite \textit{M. Li} et al., SIAM J. Control Optim. 61, No. 4, 2114--2139 (2023; Zbl 1515.60202) Full Text: DOI arXiv
Sharrock, Louis; Kantas, Nikolas; Parpas, Panos; Pavliotis, Grigorios A. Online parameter estimation for the McKean-Vlasov stochastic differential equation. (English) Zbl 1518.60033 Stochastic Processes Appl. 162, 481-546 (2023). MSC: 60F05 60F25 60H10 62F12 PDFBibTeX XMLCite \textit{L. Sharrock} et al., Stochastic Processes Appl. 162, 481--546 (2023; Zbl 1518.60033) Full Text: DOI arXiv
Lacker, Daniel Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions. (English) Zbl 1515.82109 Probab. Math. Phys. 4, No. 2, 377-432 (2023). MSC: 82C22 60F17 60H10 PDFBibTeX XMLCite \textit{D. Lacker}, Probab. Math. Phys. 4, No. 2, 377--432 (2023; Zbl 1515.82109) Full Text: DOI arXiv
Li, Zhi; Xu, Liping; Yan, Litan McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion. (English) Zbl 1522.60052 J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127336, 20 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 93E15 60J65 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127336, 20 p. (2023; Zbl 1522.60052) Full Text: DOI
Bayraktar, Erhan; Cecchin, Alekos; Chakraborty, Prakash Mean field control and finite agent approximation for regime-switching jump diffusions. (English) Zbl 1518.35223 Appl. Math. Optim. 88, No. 2, Paper No. 36, 35 p. (2023). MSC: 35D40 35F21 35Q91 49L25 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Appl. Math. Optim. 88, No. 2, Paper No. 36, 35 p. (2023; Zbl 1518.35223) Full Text: DOI arXiv
Shen, Guangjun; Zhang, Tingting; Song, Jie; Wu, Jiang-Lun On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions. (English) Zbl 07708048 Appl. Math. Optim. 88, No. 2, Paper No. 33, 31 p. (2023). Reviewer: Martin Ondreját (Praha) MSC: 60H10 34C29 35Q83 PDFBibTeX XMLCite \textit{G. Shen} et al., Appl. Math. Optim. 88, No. 2, Paper No. 33, 31 p. (2023; Zbl 07708048) Full Text: DOI
Bayraktar, Erhan; Wu, Ruoyu; Zhang, Xin Propagation of chaos of forward-backward stochastic differential equations with graphon interactions. (English) Zbl 1520.91047 Appl. Math. Optim. 88, No. 1, Paper No. 25, 44 p. (2023). MSC: 91A16 60H30 91A06 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Appl. Math. Optim. 88, No. 1, Paper No. 25, 44 p. (2023; Zbl 1520.91047) Full Text: DOI arXiv
Bao, Xiaofan; Tang, Shanjian Ergodic control of McKean-Vlasov SDEs and associated Bellman equation. (English) Zbl 1520.93606 J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023). MSC: 93E20 60H30 49L25 49L12 PDFBibTeX XMLCite \textit{X. Bao} and \textit{S. Tang}, J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023; Zbl 1520.93606) Full Text: DOI
Liu, Hongyu; Mou, Chenchen; Zhang, Shen Inverse problems for mean field games. (English) Zbl 1520.91050 Inverse Probl. 39, No. 8, Article ID 085003, 28 p. (2023). MSC: 91A16 35R30 PDFBibTeX XMLCite \textit{H. Liu} et al., Inverse Probl. 39, No. 8, Article ID 085003, 28 p. (2023; Zbl 1520.91050) Full Text: DOI arXiv
Mazuryn, Maksim; Thygesen, Uffe Høgsbro Mean field games for diel vertical migration with diffusion. (English) Zbl 1519.91035 Bull. Math. Biol. 85, No. 6, Paper No. 49, 21 p. (2023). MSC: 91A16 91A23 92D50 92D40 49N80 49J20 PDFBibTeX XMLCite \textit{M. Mazuryn} and \textit{U. H. Thygesen}, Bull. Math. Biol. 85, No. 6, Paper No. 49, 21 p. (2023; Zbl 1519.91035) Full Text: DOI
Aberkane, Samir; Dragan, Vasile An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games. (English) Zbl 1520.91046 Automatica 153, Article ID 111007, 8 p. (2023). MSC: 91A16 91A10 49N80 PDFBibTeX XMLCite \textit{S. Aberkane} and \textit{V. Dragan}, Automatica 153, Article ID 111007, 8 p. (2023; Zbl 1520.91046) Full Text: DOI arXiv
Cui, Yuanping; Li, Xiaoyue; Liu, Yi; Yuan, Chenggui Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations. (English) Zbl 1514.65009 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1111-1141 (2023). MSC: 65C30 60H10 34K40 34K50 60H35 PDFBibTeX XMLCite \textit{Y. Cui} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1111--1141 (2023; Zbl 1514.65009) Full Text: DOI arXiv
Gao, Shuaibin; Liu, Zhuoqi; Hu, Junhao; Guo, Qian Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes. (English) Zbl 1515.60188 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1080-1110 (2023). MSC: 60H10 65C30 65C35 PDFBibTeX XMLCite \textit{S. Gao} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1080--1110 (2023; Zbl 1515.60188) Full Text: DOI
Liu, Huagui; Wu, Fuke; Wu, Minyu The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis. (English) Zbl 1515.60251 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1014-1040 (2023). MSC: 60H35 65C30 65C35 60-08 60H10 PDFBibTeX XMLCite \textit{H. Liu} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1014--1040 (2023; Zbl 1515.60251) Full Text: DOI
Huang, Xing; Wang, Xucheng Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion. (English) Zbl 1515.60193 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 982-998 (2023). MSC: 60H10 60H05 65C35 PDFBibTeX XMLCite \textit{X. Huang} and \textit{X. Wang}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 982--998 (2023; Zbl 1515.60193) Full Text: DOI arXiv
Zhang, Shao-Qin Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs. (English) Zbl 1515.60229 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 878-900 (2023). MSC: 60H10 60G65 60J60 PDFBibTeX XMLCite \textit{S.-Q. Zhang}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 878--900 (2023; Zbl 1515.60229) Full Text: DOI
Li, Yun; Xie, Longjie Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations. (English) Zbl 1515.60205 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 846-877 (2023). MSC: 60H10 60F17 60F05 PDFBibTeX XMLCite \textit{Y. Li} and \textit{L. Xie}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 846--877 (2023; Zbl 1515.60205) Full Text: DOI arXiv
Talbi, Mehdi; Touzi, Nizar; Zhang, Jianfeng Viscosity solutions for obstacle problems on Wasserstein space. (English) Zbl 1515.60112 SIAM J. Control Optim. 61, No. 3, 1712-1736 (2023). MSC: 60G40 35Q89 49N80 49L25 60H30 PDFBibTeX XMLCite \textit{M. Talbi} et al., SIAM J. Control Optim. 61, No. 3, 1712--1736 (2023; Zbl 1515.60112) Full Text: DOI arXiv
Bayraktar, Erhan; Ekren, Ibrahim; Zhang, Xin A smooth variational principle on Wasserstein space. (English) Zbl 07702414 Proc. Am. Math. Soc. 151, No. 9, 4089-4098 (2023). MSC: 58E30 90C05 35D40 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Proc. Am. Math. Soc. 151, No. 9, 4089--4098 (2023; Zbl 07702414) Full Text: DOI arXiv
Gou, Zhun; Huang, Nan-Jing; Wang, Minghui A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time. (English) Zbl 1519.91058 Int. J. Control 96, No. 3, 731-745 (2023). MSC: 91A65 91A16 91A23 PDFBibTeX XMLCite \textit{Z. Gou} et al., Int. J. Control 96, No. 3, 731--745 (2023; Zbl 1519.91058) Full Text: DOI arXiv
Martini, Mattia Kolmogorov equations on spaces of measures associated to nonlinear filtering processes. (English) Zbl 1517.60092 Stochastic Processes Appl. 161, 385-423 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60J25 60H30 60G35 PDFBibTeX XMLCite \textit{M. Martini}, Stochastic Processes Appl. 161, 385--423 (2023; Zbl 1517.60092) Full Text: DOI arXiv
Daudin, Samuel Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space. (English. French summary) Zbl 1522.49024 J. Math. Pures Appl. (9) 175, 37-75 (2023). Reviewer: Christian Clason (Graz) MSC: 49K20 49J20 49J30 93E20 35K99 PDFBibTeX XMLCite \textit{S. Daudin}, J. Math. Pures Appl. (9) 175, 37--75 (2023; Zbl 1522.49024) Full Text: DOI arXiv
Cuchiero, Christa; Rigger, Stefan; Svaluto-Ferro, Sara Propagation of minimality in the supercooled Stefan problem. (English) Zbl 1528.60071 Ann. Appl. Probab. 33, No. 2, 1588-1618 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60H30 60K35 35Q84 PDFBibTeX XMLCite \textit{C. Cuchiero} et al., Ann. Appl. Probab. 33, No. 2, 1588--1618 (2023; Zbl 1528.60071) Full Text: DOI arXiv
Claisse, Julien; Ren, Zhenjie; Tan, Xiaolu Mean field games with branching. (English) Zbl 1519.91033 Ann. Appl. Probab. 33, No. 2, 1034-1075 (2023). MSC: 91A16 60J85 35Q91 PDFBibTeX XMLCite \textit{J. Claisse} et al., Ann. Appl. Probab. 33, No. 2, 1034--1075 (2023; Zbl 1519.91033) Full Text: DOI arXiv
Li, Min; Mou, Chenchen; Wu, Zhen; Zhou, Chao Linear-quadratic mean field games of controls with non-monotone data. (English) Zbl 1514.49019 Trans. Am. Math. Soc. 376, No. 6, 4105-4143 (2023). MSC: 49N10 49N80 91A16 60H30 93E20 91A06 PDFBibTeX XMLCite \textit{M. Li} et al., Trans. Am. Math. Soc. 376, No. 6, 4105--4143 (2023; Zbl 1514.49019) Full Text: DOI arXiv
Ciampa, Gennaro; Rossi, Francesco Vanishing viscosity in mean-field optimal control. (English) Zbl 1512.49025 ESAIM, Control Optim. Calc. Var. 29, Paper No. 29, 38 p. (2023). Reviewer: Savin Treanta (Bucureşti) MSC: 49J55 93E20 49J20 PDFBibTeX XMLCite \textit{G. Ciampa} and \textit{F. Rossi}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 29, 38 p. (2023; Zbl 1512.49025) Full Text: DOI arXiv
Mayorga, Sergio; Święch, Andrzej Finite dimensional approximations of Hamilton-Jacobi-Bellman equations for stochastic particle systems with common noise. (English) Zbl 1512.35155 SIAM J. Control Optim. 61, No. 2, 820-851 (2023). MSC: 35D40 35F21 35R15 49L25 49N80 93E20 PDFBibTeX XMLCite \textit{S. Mayorga} and \textit{A. Święch}, SIAM J. Control Optim. 61, No. 2, 820--851 (2023; Zbl 1512.35155) Full Text: DOI
Bezemek, Zachary William; Spiliopoulos, Konstantinos Rate of homogenization for fully-coupled McKean-Vlasov SDEs. (English) Zbl 1521.60035 Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H99 60F05 60F17 60G17 60J60 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{K. Spiliopoulos}, Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023; Zbl 1521.60035) Full Text: DOI arXiv
Guo, Xin; Pham, Huyên; Wei, Xiaoli Itô’s formula for flows of measures on semimartingales. (English) Zbl 1509.60124 Stochastic Processes Appl. 159, 350-390 (2023). MSC: 60H30 60K35 93E20 PDFBibTeX XMLCite \textit{X. Guo} et al., Stochastic Processes Appl. 159, 350--390 (2023; Zbl 1509.60124) Full Text: DOI arXiv
Liu, Linshan; Majka, Mateusz B.; Szpruch, Łukasz Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes. (English) Zbl 1515.49025 Appl. Math. Optim. 87, No. 3, Paper No. 48, 27 p. (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 49Q20 92D25 60B05 PDFBibTeX XMLCite \textit{L. Liu} et al., Appl. Math. Optim. 87, No. 3, Paper No. 48, 27 p. (2023; Zbl 1515.49025) Full Text: DOI arXiv
Gomes, Diogo; Gutierrez, Julian; Ribeiro, Ricardo A random-supply mean field game price model. (English) Zbl 1511.35350 SIAM J. Financ. Math. 14, No. 1, 188-222 (2023). MSC: 35Q91 35K40 91A06 91A16 91B24 49M41 49L25 60H30 PDFBibTeX XMLCite \textit{D. Gomes} et al., SIAM J. Financ. Math. 14, No. 1, 188--222 (2023; Zbl 1511.35350) Full Text: DOI arXiv
Fu, Guanxing Extended mean field games with singular controls. (English) Zbl 1511.91014 SIAM J. Control Optim. 61, No. 1, 283-312 (2023). MSC: 91A16 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{G. Fu}, SIAM J. Control Optim. 61, No. 1, 283--312 (2023; Zbl 1511.91014) Full Text: DOI arXiv
Huang, Ziyu; Tang, Shanjian State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs. (English) Zbl 07655313 Trans. Am. Math. Soc. 376, No. 3, 1553-1599 (2023). MSC: 60H30 60H10 35K55 PDFBibTeX XMLCite \textit{Z. Huang} and \textit{S. Tang}, Trans. Am. Math. Soc. 376, No. 3, 1553--1599 (2023; Zbl 07655313) Full Text: DOI arXiv
Laurière, Mathieu; Song, Jiahao; Tang, Qing Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians. (English) Zbl 1506.65125 Appl. Math. Optim. 87, No. 2, Paper No. 17, 34 p. (2023). MSC: 65M06 65H10 65F10 91A18 91A23 49N70 35R09 35Q91 35Q84 35F21 PDFBibTeX XMLCite \textit{M. Laurière} et al., Appl. Math. Optim. 87, No. 2, Paper No. 17, 34 p. (2023; Zbl 1506.65125) Full Text: DOI arXiv
Wang, Bing-Chang; Zhang, Huanshui; Fu, Minyue; Liang, Yong Decentralized strategies for finite population linear-quadratic-Gaussian games and teams. (English) Zbl 1507.93012 Automatica 148, Article ID 110789, 15 p. (2023). MSC: 93A14 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{B.-C. Wang} et al., Automatica 148, Article ID 110789, 15 p. (2023; Zbl 1507.93012) Full Text: DOI arXiv
Cardaliaguet, Pierre; Souganidis, Panagiotis E. Regularity of the value function and quantitative propagation of chaos for mean field control problems. (English) Zbl 1511.49025 NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 2, Paper No. 25, 37 p. (2023). Reviewer: Nicolae Cîndea (Aubière) MSC: 49N80 82C22 49L12 PDFBibTeX XMLCite \textit{P. Cardaliaguet} and \textit{P. E. Souganidis}, NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 2, Paper No. 25, 37 p. (2023; Zbl 1511.49025) Full Text: DOI arXiv
Tschiderer, Bertram; Yeung, Lane Chun A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities. (English) Zbl 1504.60140 Bernoulli 29, No. 1, 725-756 (2023). MSC: 60J60 PDFBibTeX XMLCite \textit{B. Tschiderer} and \textit{L. C. Yeung}, Bernoulli 29, No. 1, 725--756 (2023; Zbl 1504.60140) Full Text: DOI arXiv Link
Della Maestra, Laetitia; Hoffmann, Marc The LAN property for McKean-Vlasov models in a mean-field regime. (English) Zbl 1504.60192 Stochastic Processes Appl. 155, 109-146 (2023). MSC: 60K35 60H10 62M05 62F12 62C20 PDFBibTeX XMLCite \textit{L. Della Maestra} and \textit{M. Hoffmann}, Stochastic Processes Appl. 155, 109--146 (2023; Zbl 1504.60192) Full Text: DOI arXiv
Bezemek, Z. W.; Spiliopoulos, K. Large deviations for interacting multiscale particle systems. (English) Zbl 1508.60036 Stochastic Processes Appl. 155, 27-108 (2023). Reviewer: Romeo Negrea (Timişoara) MSC: 60F10 60F05 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{K. Spiliopoulos}, Stochastic Processes Appl. 155, 27--108 (2023; Zbl 1508.60036) Full Text: DOI arXiv
Bayraktar, Erhan; Zhang, Xin Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games. (English) Zbl 1504.91020 Appl. Math. Optim. 87, No. 1, Paper No. 13, 26 p. (2023). MSC: 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{X. Zhang}, Appl. Math. Optim. 87, No. 1, Paper No. 13, 26 p. (2023; Zbl 1504.91020) Full Text: DOI arXiv
Liu, Huagui; Shi, Banban; Wu, Fuke Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients. (English) Zbl 1524.65034 Appl. Numer. Math. 183, 56-85 (2023). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{H. Liu} et al., Appl. Numer. Math. 183, 56--85 (2023; Zbl 1524.65034) Full Text: DOI