Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics

DOI10.1287/OPRE.2020.2090zbMath1484.91038arXiv1903.02273OpenAlexW3130179182MaRDI QIDQ5031030

Gabriel Y. Weintraub, Bar Light

Publication date: 18 February 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.02273

zbMATH Keywords

dynamic gamescomparative staticsstochastic model applicationsuniqueness of equilibriummean field equilibriumdynamic oligopoly modelsheterogeneous agent macroeconomic models

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54) Heterogeneous agent models (91B69) Mean field games (aspects of game theory) (91A16)

Related Items (2)

Uniqueness of equilibrium in a Bewley-Aiyagari model ⋮ Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk

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