Many-player games of optimal consumption and investment under relative performance criteria (Q2175463): Difference between revisions

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+Competition in Fund Management and Forward Relative Performance Criteria
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+Large tournament games
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+Equilibrium Pricing Under Relative Performance Concerns
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+The Dyson and Coulomb games
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+Probabilistic Theory of Mean Field Games with Applications I
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+Mean field games with common noise
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+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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+Controlled Markov processes and viscosity solutions
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+A financial market with interacting investors: does an equilibrium exist?
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+Mean Field Games and Applications
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Q3760262
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
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+Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria
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+Mean field games
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+Continuous-time stochastic control and optimization with financial applications
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+Infinite-horizon investment consumption model with a nonterminal bankruptcy
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+Systemic risk and interbank lending
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