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Mean Field Games for Stochastic Growth with Relative Utility · Study

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ArticleMean Field Games for Stochastic Growth with Relative Utility

Minyi Huang2016

Article2016

Mean Field Games for Stochastic Growth with Relative Utility

Minyi Huang · Son Luu Nguyen

24 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Game Theory and Applications Economic theories and models

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References

2007Mean field games 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle 1992Public Finance in Models of Economic Growth 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria 2013Mean Field Games and Mean Field Type Control Theory 2010Mean Field Games and Applications 2013Probabilistic Analysis of Mean-Field Games 2014Knowledge Growth and the Allocation of Time

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2018Mean Field Games 2019Mean‐field games for multiagent systems with multiplicative noises 2022N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction

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Year2016

Typearticle

Published2016-11-17

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00245-016-9395-8

openalex_workW2553521447

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