We analyze linear McKean-Vlasov forward-backward SDEs arising in leader-follower games with mean-field type control and terminal state constraints on the state process. We establish an existence and uniqueness of solutions result for such systems in time-weighted spaces as well as a convergence...

We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order arrivals thereby generating an additional transient price...

In this paper we put forward a simple game-theoretical model of pollution control, where each country is in control of its own pollution, while the environmental effects of policies do not stop at country borders. In our noncooperative differential game, countries as players minimize the present...