Mean field games with heterogeneous groups: application to banking systems (Q2073048)

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Mean field games with heterogeneous groups: application to banking systems
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    Mean field games with heterogeneous groups: application to banking systems (English)
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    27 January 2022
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    systemic risk
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    inter-bank borrowing and lending system
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    heterogeneous group
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    relative ensemble average
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    Nash equilibrium
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    mean field game
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