Mean field games with heterogeneous groups: application to banking systems (Q2073048): Difference between revisions
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scientific article
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English | Mean field games with heterogeneous groups: application to banking systems |
scientific article |
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Mean field games with heterogeneous groups: application to banking systems (English)
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27 January 2022
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systemic risk
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inter-bank borrowing and lending system
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heterogeneous group
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relative ensemble average
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Nash equilibrium
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mean field game
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