See Also

• [Multi angle] Forward and backward simulation of Euler scheme / Author of the conference Gobet, Emmanuel.
• [Multi angle] Stochastic variational inequalities for random mechanics / Author of the conference Mertz, Laurent.
• [Multi angle] Mean field type control with congestion / Author of the conference Laurière, Mathieu.
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Author of the conference Silva Álvarez, Francisco José.
• [Multi angle] Project evaluation under uncertainty / Author of the conference Zubelli, Jorge P..
• [Multi angle] Some asymptotic results about American options and volativity / Author of the conference De Marco, Stefano.
• [Multi angle] Projected particle methods for solving McKean Vlasov SDEs / Author of the conference Belomestny, Denis.
• [Multi angle] Splitting algorithm for nested events / Author of the conference Goudenège, Ludovic.
• [Multi angle] Lecture 2: Introduction to HPC - MPI: design of parallel program and MPI / Author of the conference Lelong, Jérôme.
• [Multi angle] Lecture 1: Introduction to HPC, random generation, and OpenMP / Author of the conference Lelong, Jérôme.
• [Post-edited] Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes / Author of the conference Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 3: Variational MFG and related algorithms for solving the discrete system of nonlinear equations / Author of the conference Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 1: Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions / Author of the conference Achdou, Yves.
• [Multi angle] Metamodels for uncertainty quantification and reliability analysis / Author of the conference Marelli, Stefano.
• [Multi angle] Global sensitivity analysis in stochastic systems / Author of the conference Le Maître, Olivier.
• [Multi angle] Subsurface flow with uncertainty : applications and numerical analysis issues / Author of the conference Charrier, Julia.
• [Multi angle] Dynamic formulations of optimal transportation and variational MFGs / Author of the conference Benamou, Jean-David.
• [Multi angle] Least squares regression Monte Carlo for approximating BSDES and semilinear PDES / Author of the conference Turkedjiev, Plamen.
• [Multi angle] Bandits in auctions (& more) / Author of the conference Perchet, Vianney.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation / Author of the conference Tempone, Raul.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo / Author of the conference Tempone, Raul.
• [Multi angle] Model-free control and deep learning / Author of the conference Bellemare, Marc.
• [Multi angle] Optimal vector quantization: from signal processing to clustering and numerical probability / Author of the conference Pagès, Gilles.
• [Multi angle] The Metropolis Hastings algorithm: introduction and optimal scaling of the transient phase / Author of the conference Jourdain, Benjamin.
• [Multi angle] Branching for PDEs / Author of the conference Warin, Xavier.
• [Multi angle] On the interplay between kinetic theory and game theory / Author of the conference Degond, Pierre.
• [Multi angle] Particle algorithm for McKean SDE: a short review on numerical analysis / Author of the conference Bossy, Mireille.
• [Multi angle] Cubature methods and applications / Author of the conference Crisan, Dan.
• [Multi angle] Capacity expansion games with application to competition in power generation investments / Author of the conference Aïd, René.
• [Multi angle] An introduction to BSDE / Author of the conference Imkeller, Peter.

Carmona, R., & Zhu, X. (2016). A probabilistic approach to mean field games with major and minor players. The Annals of Applied Probability, 26(3), 1535-1580 - http://dx.doi.org/10.1214/15-AAP1125


Carmona, R., & Wang, P. (2016). Finite state mean field games with major and minor players. - https://arxiv.org/abs/1610.05408