Anahtarci, Berkay; Kariksiz, Can Deha; Saldi, Naci Q-learning in regularized mean-field games. (English) Zbl 1519.91032 Dyn. Games Appl. 13, No. 1, 89-117 (2023). MSC: 91A16 91A26 90C40 PDFBibTeX XMLCite \textit{B. Anahtarci} et al., Dyn. Games Appl. 13, No. 1, 89--117 (2023; Zbl 1519.91032) Full Text: DOI arXiv
Bichuch, Maxim; Guasoni, Paolo The learning premium. (English) Zbl 1469.91048 Math. Financ. Econ. 14, No. 1, 175-205 (2020). Reviewer: Romeo Negrea (Timişoara) MSC: 91G10 PDFBibTeX XMLCite \textit{M. Bichuch} and \textit{P. Guasoni}, Math. Financ. Econ. 14, No. 1, 175--205 (2020; Zbl 1469.91048) Full Text: DOI
Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian Long-term yield in an affine HJM framework on \(S_{d}^{+}\). (English) Zbl 1416.91383 Appl. Math. Optim. 77, No. 3, 405-441 (2018). MSC: 91G30 60G51 60H10 PDFBibTeX XMLCite \textit{F. Biagini} et al., Appl. Math. Optim. 77, No. 3, 405--441 (2018; Zbl 1416.91383) Full Text: DOI
Föllmer, Hans; Klüppelberg, Claudia Spatial risk measures: local specification and boundary risk. (English) Zbl 1386.91080 Crisan, Dan (ed.) et al., Stochastic analysis and applications 2014. In honour of Terry Lyons. Selected articles based on the presentations at the conference, Oxford, UK, September 23–27, 2013. Cham: Springer (ISBN 978-3-319-11291-6/hbk; 978-3-319-11292-3/ebook). Springer Proceedings in Mathematics & Statistics 100, 307-326 (2014). MSC: 91B30 82B05 91B80 PDFBibTeX XMLCite \textit{H. Föllmer} and \textit{C. Klüppelberg}, Springer Proc. Math. Stat. 100, 307--326 (2014; Zbl 1386.91080) Full Text: DOI Link
Jaeger, Peter Events of Borel sets, construction of Borel sets and random variables for stochastic finance. (English) Zbl 1311.28001 Formaliz. Math. 22, No. 3, 199-204 (2014). MSC: 28A05 60A05 91G99 03B35 PDFBibTeX XMLCite \textit{P. Jaeger}, Formaliz. Math. 22, No. 3, 199--204 (2014; Zbl 1311.28001) Full Text: DOI
Bansaye, Vincent; Lambert, Amaury New approaches to source-sink metapopulations decoupling demography and dispersal. (English) Zbl 1296.92197 Theor. Popul. Biol. 88, 31-46 (2013). MSC: 92D25 91D20 60J70 PDFBibTeX XMLCite \textit{V. Bansaye} and \textit{A. Lambert}, Theor. Popul. Biol. 88, 31--46 (2013; Zbl 1296.92197) Full Text: DOI arXiv
Rozikov, Utkir A multi-dimensional-time dynamical system. (English) Zbl 1331.37033 Qual. Theory Dyn. Syst. 12, No. 2, 361-375 (2013). MSC: 37C85 37C25 37C05 91G80 26A18 PDFBibTeX XMLCite \textit{U. Rozikov}, Qual. Theory Dyn. Syst. 12, No. 2, 361--375 (2013; Zbl 1331.37033) Full Text: DOI arXiv
Kanoria, Yashodhan; Montanari, Andrea Majority dynamics on trees and the dynamic cavity method. (English) Zbl 1266.60159 Ann. Appl. Probab. 21, No. 5, 1694-1748 (2011). MSC: 60K35 82C22 05C05 91A12 91A26 91D99 93A14 PDFBibTeX XMLCite \textit{Y. Kanoria} and \textit{A. Montanari}, Ann. Appl. Probab. 21, No. 5, 1694--1748 (2011; Zbl 1266.60159) Full Text: DOI arXiv
Belitsky, Vladimir; Pereira, Antonio Luiz; Prado, Fernando Pigeard de Almeida Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. (English) Zbl 1223.91023 Stoch. Dyn. 11, No. 4, 715-752 (2011). MSC: 91B25 91B55 91B69 91B80 37N40 39A60 PDFBibTeX XMLCite \textit{V. Belitsky} et al., Stoch. Dyn. 11, No. 4, 715--752 (2011; Zbl 1223.91023) Full Text: DOI arXiv
Cai, Haiyan; Chen, Kang A random cluster process approach to collective Market dynamics with local interactions. (English) Zbl 1185.91089 Int. J. Theor. Appl. Finance 12, No. 2, 251-266 (2009). MSC: 91B26 91B69 91G99 91D30 91B80 PDFBibTeX XMLCite \textit{H. Cai} and \textit{K. Chen}, Int. J. Theor. Appl. Finance 12, No. 2, 251--266 (2009; Zbl 1185.91089) Full Text: DOI
Giesecke, Kay; Weber, Stefan Credit contagion and aggregate losses. (English) Zbl 1200.91299 J. Econ. Dyn. Control 30, No. 5, 741-767 (2006). MSC: 91G50 91G40 PDFBibTeX XMLCite \textit{K. Giesecke} and \textit{S. Weber}, J. Econ. Dyn. Control 30, No. 5, 741--767 (2006; Zbl 1200.91299) Full Text: DOI Link
Häggström, Olle; Kalai, Gil; Mossel, Elchanan A law of large numbers for weighted majority. (English) Zbl 1142.60006 Adv. Appl. Math. 37, No. 1, 112-123 (2006). MSC: 60C05 60F05 91B12 PDFBibTeX XMLCite \textit{O. Häggström} et al., Adv. Appl. Math. 37, No. 1, 112--123 (2006; Zbl 1142.60006) Full Text: DOI arXiv
Horst, Ulrich; Scheinkman, José A. Equilibria in systems of social interactions. (English) Zbl 1141.91343 J. Econ. Theory 130, No. 1, 44-77 (2006). MSC: 91A40 91B50 PDFBibTeX XMLCite \textit{U. Horst} and \textit{J. A. Scheinkman}, J. Econ. Theory 130, No. 1, 44--77 (2006; Zbl 1141.91343) Full Text: DOI Link
Hansen, Lars Peter; Sargent, Thomas J. Robust estimation and control under commitment. (English) Zbl 1116.91012 J. Econ. Theory 124, No. 2, 258-301 (2005). MSC: 91A15 62B10 62C05 93E20 PDFBibTeX XMLCite \textit{L. P. Hansen} and \textit{T. J. Sargent}, J. Econ. Theory 124, No. 2, 258--301 (2005; Zbl 1116.91012) Full Text: DOI Link