Phillip S. C. Yam

Finance · 2013–2015

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Finance — 25 citations into it; #2,414 of 10,518 by trust here, #2,723 by citations
• Economics and Econometrics — 18 citations into it; #2,958 of 23,481 by trust here, #3,986 by citations
• Mathematical Physics — 8 citations into it
• Management Science and Operations Research — 5 citations into it; #4,171 of 11,946 by trust here, #2,957 by citations

Whom Phillip S. C. Yam trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Alain Bensoussan
2. Jean-Michel Lasry
3. Minyi Huang
4. Peter E. Caines
5. Pierre-Louis Lions

Who trusts Phillip S. C. Yam overall

1. Daniel Lacker
2. René A. Carmona
3. François Delarue
4. Alain Bensoussan
5. Pierre Cardaliaguet
6. P. J. Graber
7. Jean-François Chassagneux
8. Andrea Cosso
9. Huyen Pham
10. Wilfrid Gangbo

Papers from Phillip S. C. Yam's perspective

Ordered by how strongly the researchers Phillip S. C. Yam trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. A reference case for mean field games models
3. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
4. Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (SIAM Journal of Control and Optimization)
5. Mean-field backward stochastic differential equations and related partial differential equations
6. Forward-Backward Stochastic Differential Equations and their Applications
7. Mean Field Games and Applications
8. Discrete Time, Finite State Space Mean Field Games
9. Individual and mass behaviour in large population stochastic wireless power control problems: centralized and Nash equilibrium solutions (42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475))
10. Mean Field Analysis of Controlled Cucker-Smale Type Flocking: Linear Analysis and Perturbation Equations

Their papers

• Mean Field Games and Mean Field Type Control Theory (2013) — 834 citations
• The Master equation in mean field theory (2014) — 164 citations
• Linear-Quadratic Mean Field Games (2014) — 314 citations
• Mean Field Games with a Dominating Player (2014) — 95 citations
• Well-posedness of mean-field type forward–backward stochastic differential equations (2015) — 77 citations