Equilibrium multi-agent model with heterogeneous views on fundamental risks

DOI10.1016/J.AUTOMATICA.2023.111415OpenAlexW4388817411MaRDI QIDQ6192948

Keisuke Kizaki, Akihiko Takahashi, Taiga Saito

Publication date: 13 February 2024

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2023.111415

zbMATH Keywords

stochastic controlinterest rate modeloptimization under uncertaintiesapplication in finance

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Multi-agent systems (93A16)

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