Dynamic Inventory Management with Mean-Field Competition

DOI10.1080/1350486X.2025.2488769MaRDI QIDQ6934512zbMATH OpenFDO

Authors Ryan Donnelly, Zi Li

Publication date 3 September 2025

Published in Applied Mathematical Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/1350486X.2025.2488769

Mathematics Subject Classification ID

Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) Financial markets (91G15)

Cites work

• Applied stochastic control of jump diffusions
• Competitive Strategies for Two Firms with Asymmetric Production Cost Structures
• Dynamic pricing of new products in competitive markets: a mean-field game approach
• Effort expenditure for cash flow in a mean-field equilibrium
• Fracking, renewables, and mean field games
• General intensity shapes in optimal liquidation
• scientific article; zbMATH DE number 5180707 (Why is no real title available?)
• Maximizing revenue in the airline industry under one-way pricing
• On Cox processes and credit risky securities
• Optimal dynamic pricing for perishable assets with nonhomogeneous demand
• Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
• Optimal execution with limit and market orders
• Optimal portfolio liquidation with limit orders
• Optimal pricing policies for perishable products
• Optimal production, purchasing and pricing: A differential game approach
• Propagation of chaos: a review of models, methods and applications. I: Models and methods
• The exact law of large numbers via Fubini extension and characterization of insurable risks

This page was built for publication: Dynamic Inventory Management with Mean-Field Competition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6934512)