“…Earlier examples include Carmona, Fouque, and Sun [17] and Garnier, Papanicolaou, and Yang [22] for systemic risks, Lasry, Lions, and Guéant [37] for the growth theory in economics, Jaimungal and Nourian [30] and Lachapelle, Lasry, Lehalle, and Lions [34] for high frequency trading, Bauso, Tembine, and Basar [3] and Guéant, Lasry, and Lions [25] for management of non-renewable resources, Caffarelli, Markowich, and Pietschmann [11] for price formation models, Gomes, Mohr, and Souza [23] and Guéant [24] for social network dynamics, and Manjrekar, Ramaswamy, and Shakkottai [39], Wiecek, Altman, and Ghosh [47], and Bayraktar, Budhiraja, and Cohen [4] for queuing systems.…”