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6 changes: 6 additions & 0 deletions .translate/state/lq_mean_field_games.md.yml
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196 changes: 161 additions & 35 deletions lectures/_static/quant-econ.bib
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Expand Up @@ -5359,50 +5359,131 @@ @article{ShakedSutton1982

% --- Entries below added automatically by action-translation (#117) ---

@book{Krishna2009,
author = {Krishna, Vijay},
title = {Auction Theory},
edition = {2nd},
publisher = {Academic Press},
address = {San Diego},
year = {2009}
@article{LasryLions2007,
author = {Lasry, Jean-Michel and Lions, Pierre-Louis},
title = {Mean Field Games},
journal = {Japanese Journal of Mathematics},
volume = {2},
number = {1},
pages = {229--260},
year = {2007}
}

@book{Milgrom2004,
author = {Milgrom, Paul},
title = {Putting Auction Theory to Work},
publisher = {Cambridge University Press},
address = {Cambridge},
year = {2004}
@article{HuangMalhameCaines2006,
author = {Huang, Minyi and Malham{\'e}, Roland P. and Caines, Peter E.},
title = {Large Population Stochastic Dynamic Games: Closed-Loop
{McKean-Vlasov} Systems and the Nash Certainty Equivalence
Principle},
journal = {Communications in Information and Systems},
volume = {6},
number = {3},
pages = {221--252},
year = {2006}
}

@article{Klemperer1999,
author = {Klemperer, Paul},
title = {Auction Theory: A Guide to the Literature},
journal = {Journal of Economic Surveys},
volume = {13},
number = {3},
pages = {227--286},
year = {1999}
@article{AchdouEtAl2022,
author = {Achdou, Yves and Han, Jiequn and Lasry, Jean-Michel and
Lions, Pierre-Louis and Moll, Benjamin},
title = {Income and Wealth Distribution in Macroeconomics: A
Continuous-Time Approach},
journal = {Review of Economic Studies},
volume = {89},
number = {1},
pages = {45--86},
year = {2022}
}

@article{RileySamuelson1981,
author = {Riley, John G. and Samuelson, William F.},
title = {Optimal Auctions},
journal = {American Economic Review},
volume = {71},
@techreport{AlvarezArgente2026,
author = {Alvarez, Fernando and Argente, David},
title = {Strategic Complementarity and Persistence in Linear-Quadratic
Mean Field Games},
institution = {University of Chicago and Yale University},
year = {2026}
}

@book{LancasterRodman1995,
author = {Lancaster, Peter and Rodman, Leiba},
title = {Algebraic {R}iccati Equations},
publisher = {Oxford University Press},
address = {Oxford},
year = {1995}
}

@article{Kimball1995,
author = {Kimball, Miles S.},
title = {The Quantitative Analytics of the Basic Neomonetarist Model},
journal = {Journal of Money, Credit and Banking},
volume = {27},
number = {4},
pages = {1241--1277},
year = {1995}
}

@article{KlenowWillis2016,
author = {Klenow, Peter J. and Willis, Jonathan L.},
title = {Real Rigidities and Nominal Price Changes},
journal = {Economica},
volume = {83},
number = {331},
pages = {443--472},
year = {2016}
}

@article{Midrigan2011,
author = {Midrigan, Virgiliu},
title = {Menu Costs, Multiproduct Firms, and Aggregate Fluctuations},
journal = {Econometrica},
volume = {79},
number = {4},
pages = {1139--1180},
year = {2011}
}

@article{AlvarezLippi2014,
author = {Alvarez, Fernando and Lippi, Francesco},
title = {Price Setting with Menu Cost for Multiproduct Firms},
journal = {Econometrica},
volume = {82},
number = {1},
pages = {89--135},
year = {2014}
}

@book{CarmonaDelarue2018,
author = {Carmona, Ren{\'e} and Delarue, Fran{\c c}ois},
title = {Probabilistic Theory of Mean Field Games with Applications},
publisher = {Springer},
address = {Cham},
year = {2018}
}

@article{BrockMirman1972,
author = {Brock, William A. and Mirman, Leonard J.},
title = {Optimal Economic Growth and Uncertainty: The Discounted Case},
journal = {Journal of Economic Theory},
volume = {4},
number = {3},
pages = {381--392},
year = {1981}
pages = {479--513},
year = {1972}
}

@book{DavidNagaraja2003,
author = {David, Herbert A. and Nagaraja, Haikady N.},
title = {Order Statistics},
edition = {3rd},
publisher = {Wiley},
address = {Hoboken, NJ},
year = {2003}
@article{Sargent1980q,
author = {Sargent, Thomas J.},
title = {``{T}obin's q'' and the Rate of Investment in General Equilibrium},
journal = {Carnegie-Rochester Conference Series on Public Policy},
volume = {12},
pages = {107--154},
year = {1980}
}

@article{Blackwell1965,
author = {Blackwell, David},
title = {Discounted Dynamic Programming},
journal = {Annals of Mathematical Statistics},
volume = {36},
number = {1},
pages = {226--235},
year = {1965}
}
@article{hart1975,
author = {Hart, Oliver D.},
Expand Down Expand Up @@ -5470,6 +5551,51 @@ @article{CampbellShiller1991
number = {3},
pages = {495--514}
}
@book{Krishna2009,
author = {Krishna, Vijay},
title = {Auction Theory},
edition = {2nd},
publisher = {Academic Press},
address = {San Diego},
year = {2009}
}

@book{Milgrom2004,
author = {Milgrom, Paul},
title = {Putting Auction Theory to Work},
publisher = {Cambridge University Press},
address = {Cambridge},
year = {2004}
}

@article{Klemperer1999,
author = {Klemperer, Paul},
title = {Auction Theory: A Guide to the Literature},
journal = {Journal of Economic Surveys},
volume = {13},
number = {3},
pages = {227--286},
year = {1999}
}

@article{RileySamuelson1981,
author = {Riley, John G. and Samuelson, William F.},
title = {Optimal Auctions},
journal = {American Economic Review},
volume = {71},
number = {3},
pages = {381--392},
year = {1981}
}

@book{DavidNagaraja2003,
author = {David, Herbert A. and Nagaraja, Haikady N.},
title = {Order Statistics},
edition = {3rd},
publisher = {Wiley},
address = {Hoboken, NJ},
year = {2003}
}
@article{ShapleyShubik1971,
author = {Shapley, Lloyd S. and Shubik, Martin},
title = {The Assignment Game {I}: The Core},
Expand Down
3 changes: 3 additions & 0 deletions lectures/_toc.yml
Original file line number Diff line number Diff line change
Expand Up @@ -159,6 +159,8 @@ parts:
- file: lake_model
- file: endogenous_lake
- file: rational_expectations
- file: lucas_prescott_investment
- file: optimal_growth_uncertainty
- file: re_with_feedback
- file: markov_perf
- file: uncertainty_traps
Expand All @@ -167,6 +169,7 @@ parts:
- file: ak2
- file: ak_aiyagari
- file: two_computation
- file: lq_mean_field_games
- caption: 资产定价与金融
numbered: true
chapters:
Expand Down
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