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M. Huang, R. P. Malhamé and P. E. Caines, “Large Population Stochastic Dynamic Games: Closed-Loop MckeanVlasov Systems and the Nash Certainty Equivalence Principle,” Communications in Information and Systems, Vol. 6, No. 3, 2006, pp. 221-252.

has been cited by the following article:

• TITLE: Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems

  AUTHORS: Vassili Kolokoltsov, Wei Yang

  KEYWORDS: Kinetic Equation; Mean Field Control; Global Existence; Path Dependence; Nonlinear Markov Process; Coupled Backward-Forward Systems

  JOURNAL NAME: Open Journal of Optimization, Vol.2 No.2, June 18, 2013

  ABSTRACT: This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.