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  • Search: subject:"mean-field game theory"
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Year of publication
Subject
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Game theory 5 Spieltheorie 5 Equilibrium theory 3 Gleichgewichtstheorie 3 Nutzen 3 Nutzenfunktion 3 Stochastic process 3 Stochastischer Prozess 3 Utility 3 Utility function 3 equilibrium price formation 3 exponential utility 3 mean-field game theory 3 CAPM 2 Mean field game theory 2 Option pricing theory 2 Optionspreistheorie 2 binomial tree 2 multi-population 2 recursive utility 2 Analysis 1 Control theory 1 Decentralized control 1 Dynamic game 1 Dynamisches Spiel 1 Electricity price 1 Equilibrium model 1 Forward-backward stochastic differential equation 1 Gleichgewichtsmodell 1 Kontrolltheorie 1 Martingal 1 Martingale 1 Mathematical analysis 1 McKean-Vlasov type 1 Preismanagement 1 Pricing strategy 1 RCM 1 Risk-sensitive optimal control 1 Strompreis 1 aggregator 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
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Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5
Author
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Fujii, Masaaki 3 Aziz, Mohamad 1 Başar, Tamer 1 Dagdougui, Hanane 1 El Hallaoui, Issmail 1 Moon, Jun 1 Sekine, Masashi 1
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Published in...
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CARF working paper 2 CIRJE discussion papers / F series 1 Dynamic games and applications : DGA 1 Les cahiers du GERAD 1
Source
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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Mean-field equilibrium price formation with exponential utility
Fujii, Masaaki; Sekine, Masashi - 2025 - This version: January 6, 2025
Persistent link: https://www.econbiz.de/10015164456
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Mean-field price formation on trees
Fujii, Masaaki - 2025 - First version: October 13, 2025
Persistent link: https://www.econbiz.de/10015467237
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Mean-field price formation on trees
Fujii, Masaaki - 2025
Persistent link: https://www.econbiz.de/10015492642
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Computational investigation of residential users through load aggregator smart grid power optimization problem via mean field game theory
Aziz, Mohamad; Dagdougui, Hanane; El Hallaoui, Issmail - 2023
Persistent link: https://www.econbiz.de/10014458581
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Risk-sensitive mean field games via the stochastic maximum principle
Moon, Jun; Başar, Tamer - In: Dynamic games and applications : DGA 9 (2019) 4, pp. 1100-1125
Persistent link: https://www.econbiz.de/10012226193
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