Mean-field ranking games with diffusion control
S. Ankirchner, N. Kazi-Tani, J. Wendt, C. Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Ankirchner, Stefan ; Kazi-Tani, N. ; Wendt, Julian ; Zhou, Chenhao |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 18.2024, 2/3, p. 313-331
|
| Subject: | Diffusion control | Game | Mean field limit | Oscillating Brownian motion | Rank-based reward | Stochastischer Prozess | Stochastic process | Spieltheorie | Game theory | Innovationsdiffusion | Innovation diffusion | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-024-00354-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189205