We provide a comprehensive study of a general class of linear-quadratic mean field games.
We adopt the adjoint equation approach to investigate the unique existence of their …

We consider a general class of mean field control problems described by stochastic delayed
differential equations of McKean–Vlasov type. Two numerical algorithms are provided based …

This work considers stochastic differential games with a large number of players, whose
costs and dynamics interact through the empirical distribution of both their states and their …

We propose a model of inter-bank lending and borrowing which takes into account clearing
debt obligations. The evolution of log-monetary reserves of banks is described by coupled …

In this article, we provide an original systematic global-in-time analysis of mean field type
control problems on $\mathbb {R}^ n $ with generic cost functionals by the modified …

We consider a mean field game (MFG) of optimal portfolio liquidation under asymmetric
information. We prove that the solution to the MFG can be characterized in terms of a forward …

In this article, by using several new crucial {\it a priori} estimates which are still absent in the
literature, we provide a comprehensive resolution of the first order generic mean field type …

This article is concerned with an optimal control problem derived by mean-field forward–
backward stochastic differential equation with noisy observation, where the drift coefficients …

This paper focuses on indefinite stochastic mean-field linear–quadratic (MF-LQ, for short)
optimal control problems, which allow the weighting matrices for state and control in the cost …

We analyze linear McKean--Vlasov forward-backward SDEs arising in leader-follower
games with mean-field type control and terminal state constraints on the state process. We …