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A mean field competition

Nutz, Marcel; Zhang, Yuchong - In: Mathematics of operations research 44 (2019) 4, pp. 1245-1263

Persistent link: https://www.econbiz.de/10012128355

Mean field portfolio games

Fu, Guanxing; Zhou, Chao - In: Finance and stochastics 27 (2023) 1, pp. 189-231

Persistent link: https://www.econbiz.de/10013489591

Caballero-Engel meet Lasry-Lions : a uniqueness result

Alvarez, Fernando; Lippi, Francesco; Souganidis, … - In: Mathematics and financial economics 18 (2024) 2/3, pp. 515-554

Persistent link: https://www.econbiz.de/10015189213

A mean field game approach to optimal investment and risk control for competitive insurers

Bo, Lijun; Wang, Shihua; Zhou, Chao - In: Insurance : mathematics and economics 116 (2024), pp. 202-217

Persistent link: https://www.econbiz.de/10015066803

Adaptive mean field games for large population coupled ARX systems with unknown coupling strength

Li, Tao; Zhang, Ji-Feng - In: Dynamic games and applications : DGA 3 (2013) 4, pp. 489-507

Persistent link: https://www.econbiz.de/10010246351

Long time average of first order mean field games and weak KAM theory

Cardaliaguet, Pierre - In: Dynamic games and applications : DGA 3 (2013) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10010246352

Mean field games with singular controls

Fu, Guanxing; Horst, Ulrich - 2017

This paper establishes the existence of relaxed solutions to mean eld games (MFGs for short) with singular controls. As a by-product, we obtain an existence of relaxed solutions results for McKean-Vlasov stochastic singular control problems. Finally, we prove approximations of solutions results...

Persistent link: https://www.econbiz.de/10011626609

Coupling a power dispatch model with a wardrop or mean-field-game equilibrium model

Babonneau, F.; Foguen, R. T.; Haurie, Alain; Malhamé, R. - In: Dynamic games and applications : DGA 11 (2021) 2, pp. 217-241

Persistent link: https://www.econbiz.de/10012584546

Finite-state contract theory with a principal and a field of agents

Carmona, René; Wang, Peiqi - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4725-4741

Persistent link: https://www.econbiz.de/10012625009

A mean field game of optimal portfolio liquidation

Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, … - In: Mathematics of operations research 46 (2021) 4, pp. 1250-1281

Persistent link: https://www.econbiz.de/10012796639