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Equilibria of dynamic games with many players: Existence, approximation, and market structure

Citations

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Cited by:

  1. Régis Chenavaz & Corina Paraschiv & Gabriel Turinici, 2017. "Dynamic Pricing of New Products in Competitive Markets: A Mean-Field Game Approach," Working Papers hal-01592958, HAL.
  2. Light, Bar & Weintraub, Gabriel, 2018. "Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics," Research Papers 3731, Stanford University, Graduate School of Business.
  3. Ashish R. Hota & Urmee Maitra & Ezzat Elokda & Saverio Bolognani, 2023. "Learning to Mitigate Epidemic Risks: A Dynamic Population Game Approach," Dynamic Games and Applications, Springer, vol. 13(4), pages 1106-1129, December.
  4. Balbus, Lukasz & Dziewulski, Pawel & Reffett, Kevin & Wozny, Lukasz, 2022. "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," Theoretical Economics, Econometric Society, vol. 17(2), May.
  5. Haoyang Cao & Jodi Dianetti & Giorgio Ferrari, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Papers 2105.07213, arXiv.org.
  6. Gechun Liang & Moris S. Strub & Yuwei Wang, 2023. "Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management," Papers 2311.04841, arXiv.org, revised Dec 2023.
  7. Naci Saldi & Tamer Başar & Maxim Raginsky, 2023. "Partially Observed Discrete-Time Risk-Sensitive Mean Field Games," Dynamic Games and Applications, Springer, vol. 13(3), pages 929-960, September.
  8. Régis Chenavaz & Corina Paraschiv & Gabriel Turinici, 2021. "Dynamic Pricing of New Products in Competitive Markets: A Mean-Field Game Approach," Dynamic Games and Applications, Springer, vol. 11(3), pages 463-490, September.
  9. Krishnamurthy Iyer & Ramesh Johari & Mukund Sundararajan, 2014. "Mean Field Equilibria of Dynamic Auctions with Learning," Management Science, INFORMS, vol. 60(12), pages 2949-2970, December.
  10. Dianetti, Jodi, 2023. "Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES," Center for Mathematical Economics Working Papers 674, Center for Mathematical Economics, Bielefeld University.
  11. Ezzat Elokda & Saverio Bolognani & Andrea Censi & Florian Dorfler & Emilio Frazzoli, 2021. "Dynamic Population Games: A Tractable Intersection of Mean-Field Games and Population Games," Papers 2104.14662, arXiv.org, revised Jun 2024.
  12. Deepanshu Vasal, 2023. "Social herding in mean field games," Papers 2303.03303, arXiv.org.
  13. Naci Saldi & Tamer Başar & Maxim Raginsky, 2019. "Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions," Mathematics of Operations Research, INFORMS, vol. 44(3), pages 1006-1033, August.
  14. Cao, Yiyin & Dang, Chuangyin & Xiao, Zhongdong, 2022. "A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications," European Journal of Operational Research, Elsevier, vol. 298(3), pages 1032-1050.
  15. Ren'e Aid & Matteo Basei & Giorgio Ferrari, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Papers 2305.00541, arXiv.org.
  16. Dianetti, Jodi & Ferrari, Giorgio & Fischer, Markus & Nendel, Max, 2022. "A Unifying Framework for Submodular Mean Field Games," Center for Mathematical Economics Working Papers 661, Center for Mathematical Economics, Bielefeld University.
  17. Deepanshu Vasal, 2022. "Master equation of discrete-time Stackelberg mean field games with multiple leaders," Papers 2209.03186, arXiv.org.
  18. Kalai, Ehud & Shmaya, Eran, 2018. "Large strategic dynamic interactions," Journal of Economic Theory, Elsevier, vol. 178(C), pages 59-81.
  19. Stefan Wager & Kuang Xu, 2021. "Experimenting in Equilibrium," Management Science, INFORMS, vol. 67(11), pages 6694-6715, November.
  20. Peixuan Li & Chuangyin Dang, 2020. "An Arbitrary Starting Tracing Procedure for Computing Subgame Perfect Equilibria," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 667-687, August.
  21. Blume, Lawrence & Easley, David & Kleinberg, Jon & Kleinberg, Robert & Tardos, Éva, 2015. "Introduction to computer science and economic theory," Journal of Economic Theory, Elsevier, vol. 156(C), pages 1-13.
  22. Aïd, René & Basei, Matteo & Ferrari, Giorgio, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Center for Mathematical Economics Working Papers 679, Center for Mathematical Economics, Bielefeld University.
  23. Dianetti, Jodi & Ferrari, Giorgio & Tzouanas, Ioannis, 2023. "Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)," Center for Mathematical Economics Working Papers 681, Center for Mathematical Economics, Bielefeld University.
  24. Wei He, 2022. "Discontinuous stochastic games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 827-858, June.
  25. Cao, Haoyang & Dianetti, Jodi & Ferrari, Giorgio, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Center for Mathematical Economics Working Papers 650, Center for Mathematical Economics, Bielefeld University.
  26. Deepanshu Vasal & Randall Berry, 2022. "Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader," Papers 2201.05959, arXiv.org.
  27. 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.
  28. Chaolin Yang & Liang Guo & Sean X. Zhou, 2022. "Customer Satisfaction, Advertising Competition, and Platform Performance," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1576-1594, April.
  29. Leduc, Matt V. & Jackson, Matthew O. & Johari, Ramesh, 2017. "Pricing and referrals in diffusion on networks," Games and Economic Behavior, Elsevier, vol. 104(C), pages 568-594.
  30. Yufei Wang & Mangirdas Morkūnas & Jinzhao Wei, 2024. "Strategic Synergies: Unveiling the Interplay of Game Theory and Cultural Dynamics in a Globalized World," Games, MDPI, vol. 15(4), pages 1-25, June.
  31. Naci Saldi & Tamer Bas¸ ar & Maxim Raginsky, 2020. "Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games," Mathematics of Operations Research, INFORMS, vol. 45(4), pages 1596-1620, November.
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