{"id":"https://openalex.org/W4221168014","doi":"https://doi.org/10.1287/moor.2022.0080","title":"Zero-Sum Mean-Field Dynkin Games: Characterization and Convergence","display_name":"Zero-Sum Mean-Field Dynkin Games: Characterization and Convergence","publication_year":2025,"publication_date":"2025-05-22","ids":{"openalex":"https://openalex.org/W4221168014","doi":"https://doi.org/10.1287/moor.2022.0080"},"language":"en","primary_location":{"id":"doi:10.1287/moor.2022.0080","is_oa":false,"landing_page_url":"https://doi.org/10.1287/moor.2022.0080","pdf_url":null,"source":{"id":"https://openalex.org/S55826652","display_name":"Mathematics of Operations Research","issn_l":"0364-765X","issn":["0364-765X","1526-5471"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2202.02126","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042490484","display_name":"Boualem Djehiche","orcid":"https://orcid.org/0000-0002-8171-9599"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Boualem Djehiche","raw_affiliation_strings":["Department of Mathematics, KTH Royal Institute of Technology, 114 28 Stockholm, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, KTH Royal Institute of Technology, 114 28 Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025785606","display_name":"Roxana Dumitrescu","orcid":"https://orcid.org/0000-0002-9637-6824"},"institutions":[{"id":"https://openalex.org/I4210137396","display_name":"Centre de Recherche en \u00c9conomie et Statistique","ror":"https://ror.org/0449khs19","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I142476485","https://openalex.org/I4210108488","https://openalex.org/I4210108488","https://openalex.org/I4210137396","https://openalex.org/I4210145102","https://openalex.org/I4210145102","https://openalex.org/I4210150854","https://openalex.org/I84009706"]},{"id":"https://openalex.org/I84009706","display_name":"ENSAE Paris","ror":"https://ror.org/01fz7mn40","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210108488","https://openalex.org/I4210145102","https://openalex.org/I84009706"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Roxana Dumitrescu","raw_affiliation_strings":["ENSAE-CREST, Institut Polytechnique de Paris, 91120 Palaiseau, France"],"raw_orcid":"https://orcid.org/0000-0002-9637-6824","affiliations":[{"raw_affiliation_string":"ENSAE-CREST, Institut Polytechnique de Paris, 91120 Palaiseau, France","institution_ids":["https://openalex.org/I84009706","https://openalex.org/I4210137396"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00337733,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"51","issue":"2","first_page":"1385","last_page":"1412"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7541000247001648,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7541000247001648,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11513","display_name":"stochastic dynamics and bifurcation","score":0.028999999165534973,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.02329999953508377,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8235813975334167},{"id":"https://openalex.org/keywords/zero-sum-game","display_name":"Zero-sum game","score":0.7623528838157654},{"id":"https://openalex.org/keywords/saddle-point","display_name":"Saddle point","score":0.6833093166351318},{"id":"https://openalex.org/keywords/example-of-a-game-without-a-value","display_name":"Example of a game without a value","score":0.6687406301498413},{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.6301225423812866},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.6203298568725586},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.6029345393180847},{"id":"https://openalex.org/keywords/characterization","display_name":"Characterization (materials science)","score":0.5244120359420776},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.4425835609436035},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.4354764223098755},{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.4227094054222107},{"id":"https://openalex.org/keywords/saddle","display_name":"Saddle","score":0.4210110306739807},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4079381227493286},{"id":"https://openalex.org/keywords/repeated-game","display_name":"Repeated game","score":0.3946492671966553},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3943064212799072},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.3602648377418518},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.2805807590484619},{"id":"https://openalex.org/keywords/combinatorial-game-theory","display_name":"Combinatorial game theory","score":0.25257301330566406},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.21673139929771423},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.185224711894989},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06805917620658875}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8235813975334167},{"id":"https://openalex.org/C136356330","wikidata":"https://www.wikidata.org/wiki/Q156612","display_name":"Zero-sum game","level":3,"score":0.7623528838157654},{"id":"https://openalex.org/C2681867","wikidata":"https://www.wikidata.org/wiki/Q690935","display_name":"Saddle point","level":2,"score":0.6833093166351318},{"id":"https://openalex.org/C138328387","wikidata":"https://www.wikidata.org/wiki/Q5419308","display_name":"Example of a game without a value","level":5,"score":0.6687406301498413},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.6301225423812866},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.6203298568725586},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.6029345393180847},{"id":"https://openalex.org/C2780841128","wikidata":"https://www.wikidata.org/wiki/Q5073781","display_name":"Characterization (materials science)","level":2,"score":0.5244120359420776},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.4425835609436035},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.4354764223098755},{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.4227094054222107},{"id":"https://openalex.org/C2777127463","wikidata":"https://www.wikidata.org/wiki/Q10862618","display_name":"Saddle","level":2,"score":0.4210110306739807},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4079381227493286},{"id":"https://openalex.org/C202556891","wikidata":"https://www.wikidata.org/wiki/Q1584646","display_name":"Repeated game","level":3,"score":0.3946492671966553},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3943064212799072},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.3602648377418518},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.2805807590484619},{"id":"https://openalex.org/C102234262","wikidata":"https://www.wikidata.org/wiki/Q1320931","display_name":"Combinatorial game theory","level":4,"score":0.25257301330566406},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.21673139929771423},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.185224711894989},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06805917620658875},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1287/moor.2022.0080","is_oa":false,"landing_page_url":"https://doi.org/10.1287/moor.2022.0080","pdf_url":null,"source":{"id":"https://openalex.org/S55826652","display_name":"Mathematics of Operations Research","issn_l":"0364-765X","issn":["0364-765X","1526-5471"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2202.02126","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2202.02126","pdf_url":"https://arxiv.org/pdf/2202.02126","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"doi:10.48550/arxiv.2202.02126","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2202.02126","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2202.02126","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2202.02126","pdf_url":"https://arxiv.org/pdf/2202.02126","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W183838645","https://openalex.org/W1963661842","https://openalex.org/W1969944159","https://openalex.org/W1969993064","https://openalex.org/W1973434578","https://openalex.org/W1980473747","https://openalex.org/W2000856734","https://openalex.org/W2005213746","https://openalex.org/W2022420776","https://openalex.org/W2027287295","https://openalex.org/W2041324349","https://openalex.org/W2065999043","https://openalex.org/W2075601866","https://openalex.org/W2076871097","https://openalex.org/W2093412621","https://openalex.org/W2105973197","https://openalex.org/W2111943083","https://openalex.org/W2115251869","https://openalex.org/W2119403614","https://openalex.org/W2160533459","https://openalex.org/W2312699981","https://openalex.org/W3124935145","https://openalex.org/W4235532391","https://openalex.org/W4250051964"],"related_works":["https://openalex.org/W192370","https://openalex.org/W39996497","https://openalex.org/W35885615","https://openalex.org/W60512726","https://openalex.org/W57212306","https://openalex.org/W1475205","https://openalex.org/W13585721","https://openalex.org/W36478155","https://openalex.org/W31102865","https://openalex.org/W20527744"],"abstract_inverted_index":{"We":[0,38,90],"introduce":[1,92],"a":[2,45,48,51,57,68,93,109],"zero-sum":[3,15,99,119],"game":[4,17,33,46,64],"problem":[5,18],"of":[6,12,31,59,62,67,71,78,96,111,117],"mean-field":[7,79,120],"type":[8],"as":[9],"an":[10,85],"extension":[11],"the":[13,20,23,29,32,60,63,115,118],"classical":[14],"Dynkin":[16,100,121],"to":[19],"case":[21],"where":[22],"payoff":[24],"processes":[25],"might":[26],"depend":[27],"on":[28],"value":[30,49,61,116],"and":[34,50,87,102],"its":[35,104],"probability":[36],"law.":[37],"establish":[39],"sufficient":[40],"conditions":[41],"under":[42],"which":[43,82],"such":[44],"admits":[47],"saddle":[52],"point.":[53],"Furthermore,":[54],"we":[55,83,107],"provide":[56,108],"characterization":[58],"in":[65],"terms":[66],"specific":[69],"class":[70],"doubly":[72],"reflected":[73],"backward":[74],"stochastic":[75],"differential":[76],"equations":[77],"type,":[80],"for":[81,114],"derive":[84],"existence":[86],"uniqueness":[88],"result.":[89],"then":[91],"corresponding":[94],"system":[95],"weakly":[97],"interacting":[98],"games":[101],"show":[103],"well-posedness.":[105],"Finally,":[106],"propagation":[110],"chaos":[112],"result":[113],"game.":[122]},"counts_by_year":[],"updated_date":"2026-07-01T08:55:40.977307","created_date":"2022-04-03T00:00:00"}