Mean field games of timing and models for bank runs
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Publication:1678483
DOI10.1007/s00245-017-9435-zzbMath1411.91102arXiv1606.03709OpenAlexW2963314515MaRDI QIDQ1678483
Daniel Lacker, François Delarue, René A. Carmona
Publication date: 17 November 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.03709
Differential games (aspects of game theory) (91A23) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)
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