Many-player games of optimal consumption and investment under relative performance criteria (Q2175463): Difference between revisions
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scientific article
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English | Many-player games of optimal consumption and investment under relative performance criteria |
scientific article |
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Many-player games of optimal consumption and investment under relative performance criteria (English)
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29 April 2020
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mean field games
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relative performance
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optimal investment and consumption
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Merton problem
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