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
Chassagneux, Jean-François; Crisan, Dan; Delarue, François A probabilistic approach to classical solutions of the master equation for large population equilibria. (English) Zbl 1520.91003 Memoirs of the American Mathematical Society 1379. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5375-6/pbk; 978-1-4704-7279-5/ebook). v, 123 p. (2022). Reviewer: Alpár R. Mészáros (Durham) MSC: 91-02 91A16 49N80 35Q91 93E20 60H30 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} et al., A probabilistic approach to classical solutions of the master equation for large population equilibria. Providence, RI: American Mathematical Society (AMS) (2022; Zbl 1520.91003) Full Text: DOI arXiv
Cecchin, Alekos; Delarue, François Selection by vanishing common noise for potential finite state mean field games. (English) Zbl 1490.91018 Commun. Partial Differ. Equations 47, No. 1, 89-168 (2022). MSC: 91A16 35Q89 49N80 35L40 49L25 PDFBibTeX XMLCite \textit{A. Cecchin} and \textit{F. Delarue}, Commun. Partial Differ. Equations 47, No. 1, 89--168 (2022; Zbl 1490.91018) Full Text: DOI arXiv
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François Finite state mean field games with Wright-Fisher common noise. (English. French summary) Zbl 1459.91012 J. Math. Pures Appl. (9) 147, 98-162 (2021). MSC: 91A16 35K65 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., J. Math. Pures Appl. (9) 147, 98--162 (2021; Zbl 1459.91012) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: large deviations and concentration of measure. (English) Zbl 1445.60025 Ann. Probab. 48, No. 1, 211-263 (2020). Reviewer: Edward Omey (Brussels) MSC: 60F10 60E15 60H10 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Probab. 48, No. 1, 211--263 (2020; Zbl 1445.60025) Full Text: DOI arXiv Euclid
Delarue, François; Tchuendom, Rinel Foguen Selection of equilibria in a linear quadratic mean-field game. (English) Zbl 1471.91029 Stochastic Processes Appl. 130, No. 2, 1000-1040 (2020). MSC: 91A16 35L65 60F17 60H10 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{R. F. Tchuendom}, Stochastic Processes Appl. 130, No. 2, 1000--1040 (2020; Zbl 1471.91029) Full Text: DOI arXiv
Delarue, François Restoring uniqueness to mean-field games by randomizing the equilibria. (English) Zbl 1457.60087 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598-678 (2019). MSC: 60H10 60H15 91A07 91A15 60H30 PDFBibTeX XMLCite \textit{F. Delarue}, Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598--678 (2019; Zbl 1457.60087) Full Text: DOI arXiv
Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René CEMRACS 2017: numerical probabilistic approach to MFG. (English) Zbl 1454.91025 ESAIM, Proc. Surv. 65, 84-113 (2019). MSC: 91A16 65C30 PDFBibTeX XMLCite \textit{A. Angiuli} et al., ESAIM, Proc. Surv. 65, 84--113 (2019; Zbl 1454.91025) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: a central limit theorem. (English) Zbl 1508.60032 Electron. J. Probab. 24, Paper No. 51, 54 p. (2019). MSC: 60F05 60H10 60H15 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Electron. J. Probab. 24, Paper No. 51, 54 p. (2019; Zbl 1508.60032) Full Text: DOI arXiv Euclid
Delarue, François Mean field games: a toy model on an Erdös-Renyi graph. (English) Zbl 1407.91054 ESAIM, Proc. Surv. 60, 1-26 (2017). MSC: 91A23 91A07 91A43 05C80 PDFBibTeX XMLCite \textit{F. Delarue}, ESAIM, Proc. Surv. 60, 1--26 (2017; Zbl 1407.91054) Full Text: DOI
Carmona, René; Delarue, François; Lacker, Daniel Mean field games of timing and models for bank runs. (English) Zbl 1411.91102 Appl. Math. Optim. 76, No. 1, 217-260 (2017). MSC: 91A23 91A15 91A55 60G40 PDFBibTeX XMLCite \textit{R. Carmona} et al., Appl. Math. Optim. 76, No. 1, 217--260 (2017; Zbl 1411.91102) Full Text: DOI arXiv
Carmona, René; Delarue, François Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. (English) Zbl 1322.93103 Ann. Probab. 43, No. 5, 2647-2700 (2015). MSC: 93E20 60H10 60K35 93C10 49K45 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{F. Delarue}, Ann. Probab. 43, No. 5, 2647--2700 (2015; Zbl 1322.93103) Full Text: DOI arXiv Euclid
Carmona, René; Delarue, François The master equation for large population equilibriums. (English) Zbl 1391.92036 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, 77-128 (2014). MSC: 92D25 60H15 91A15 91A07 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{F. Delarue}, Springer Proc. Math. Stat. 100, 77--128 (2014; Zbl 1391.92036) Full Text: DOI arXiv
Carmona, René; Delarue, François; Lachapelle, Aimé Control of McKean-Vlasov dynamics versus mean field games. (English) Zbl 1269.91012 Math. Financ. Econ. 7, No. 2, 131-166 (2013). MSC: 91A23 60H10 91A10 91A15 34F05 45K05 PDFBibTeX XMLCite \textit{R. Carmona} et al., Math. Financ. Econ. 7, No. 2, 131--166 (2013; Zbl 1269.91012) Full Text: DOI arXiv