A McKean-Vlasov game of commodity production, consumption and trading (Q2171035)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7590566
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A McKean-Vlasov game of commodity production, consumption and trading |
scientific article; zbMATH DE number 7590566 |
Statements
A McKean-Vlasov game of commodity production, consumption and trading (English)
0 references
23 September 2022
0 references
price manipulation
0 references
indifference pricing
0 references
linear-quadratic stochastic differential games
0 references
weak martingale optimality principle
0 references
Riccati equations
0 references
mean-field BSDEs
0 references
0 references
0 references
0 references
0 references
0.7501094937324524
0 references
0.7348963618278503
0 references
0.7330536246299744
0 references
0.7224316000938416
0 references
0.719763994216919
0 references
