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Linear–Quadratic Time-Inconsistent Mean Field Games

Citations

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Cited by:

  1. Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021. "A statistical field approach to capital accumulation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 817-908, October.
  2. Romuald Élie & Emma Hubert & Thibaut Mastrolia & Dylan Possamaï, 2021. "Mean–field moral hazard for optimal energy demand response management," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 399-473, January.
  3. Zongxia Liang & Keyu Zhang, 2023. "Time-inconsistent mean field and n-agent games under relative performance criteria," Papers 2312.14437, arXiv.org, revised Apr 2024.
  4. René Carmona & Gökçe Dayanıklı & Mathieu Laurière, 2022. "Mean Field Models to Regulate Carbon Emissions in Electricity Production," Dynamic Games and Applications, Springer, vol. 12(3), pages 897-928, September.
  5. Fu, Guanxing & Horst, Ulrich, 2017. "Mean Field Games with Singular Controls," Rationality and Competition Discussion Paper Series 22, CRC TRR 190 Rationality and Competition.
  6. Vassili N. Kolokoltsov, 2021. "Quantum Mean-Field Games with the Observations of Counting Type," Games, MDPI, vol. 12(1), pages 1-14, January.
  7. Qinglong Zhou & Gaofeng Zong, 2016. "Time-Inconsistent Stochastic Linear-quadratic Differential Game," Papers 1607.00638, arXiv.org.
  8. Bo, Lijun & Wang, Shihua & Zhou, Chao, 2024. "A mean field game approach to optimal investment and risk control for competitive insurers," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 202-217.
  9. Dena Firoozi & Arvind V Shrivats & Sebastian Jaimungal, 2021. "Principal agent mean field games in REC markets," Papers 2112.11963, arXiv.org, revised Jun 2022.
  10. Luchnikov, I. & Métivier, D. & Ouerdane, H. & Chertkov, M., 2021. "Super-relaxation of space–time-quantized ensemble of energy loads to curtail their synchronization after demand response perturbation," Applied Energy, Elsevier, vol. 285(C).
  11. Shuzhen Yang, 2020. "Bellman type strategy for the continuous time mean-variance model," Papers 2005.01904, arXiv.org, revised Jul 2020.
  12. Piotr Więcek, 2024. "Multiple-Population Discrete-Time Mean Field Games with Discounted and Total Payoffs: The Existence of Equilibria," Dynamic Games and Applications, Springer, vol. 14(4), pages 997-1026, September.
  13. Romuald Elie & Thibaut Mastrolia & Dylan Possamaï, 2019. "A Tale of a Principal and Many, Many Agents," Mathematics of Operations Research, INFORMS, vol. 44(2), pages 440-467, May.
  14. Jianhui Huang & Wenqiang Li & Hanyu Zhao, 2023. "A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint," Journal of Optimization Theory and Applications, Springer, vol. 199(3), pages 1050-1084, December.
  15. Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022. "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, vol. 26(2), pages 267-300, April.
  16. Heng-fu Zou, 2025. "Tariff Wars and the Mercantilist-Nationalist Trap: A Mean Field Game of Strategic Trade and Global Finance," CEMA Working Papers 760, China Economics and Management Academy, Central University of Finance and Economics.
  17. Paulwin Graewe & Ulrich Horst & Ronnie Sircar, 2021. "A Maximum Principle approach to deterministic Mean Field Games of Control with Absorption," Papers 2104.06152, arXiv.org.
  18. Chen, Jiayu & Kuboyama, Tatsuya & Shen, Tielong, 2025. "Collective behavior information-based design approach to energy management strategy for large-scale population of HEVs," Applied Energy, Elsevier, vol. 377(PC).
  19. Boualem Djehiche & Minyi Huang, 2016. "A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type," Dynamic Games and Applications, Springer, vol. 6(1), pages 55-81, March.
  20. Diogo Gomes & João Saúde, 2014. "Mean Field Games Models—A Brief Survey," Dynamic Games and Applications, Springer, vol. 4(2), pages 110-154, June.
  21. Adrian Patrick Kennedy & Suresh P. Sethi & Chi Chung Siu & Sheung Chi Phillip Yam, 2021. "Cooperative Advertising in a Dynamic Three‐Echelon Supply Chain," Production and Operations Management, Production and Operations Management Society, vol. 30(11), pages 3881-3905, November.
  22. Piermarco Cannarsa & Cristian Mendico, 2025. "Rate of Convergence for First-Order Singular Perturbation Problems: Hamilton–Jacobi–Isaacs Equations and Mean Field Games of Acceleration," Dynamic Games and Applications, Springer, vol. 15(2), pages 592-609, May.
  23. Li Miao & Lina Wang & Shuai Li & Haitao Xu & Xianwei Zhou, 2019. "Optimal defense strategy based on the mean field game model for cyber security," International Journal of Distributed Sensor Networks, , vol. 15(2), pages 15501477198, February.
  24. Gianmarco Del Sarto & Marta Leocata & Giulia Livieri, 2024. "A Mean Field Game approach for pollution regulation of competitive firms," Papers 2407.12754, arXiv.org.
  25. Arvind V. Shrivats & Dena Firoozi & Sebastian Jaimungal, 2022. "A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets," Mathematical Finance, Wiley Blackwell, vol. 32(3), pages 779-824, July.
  26. Berkay Anahtarci & Can Deha Kariksiz & Naci Saldi, 2023. "Q-Learning in Regularized Mean-field Games," Dynamic Games and Applications, Springer, vol. 13(1), pages 89-117, March.
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