Many-player games of optimal consumption and investment under relative performance criteria (Q2175463)
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scientific article; zbMATH DE number 7194841
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| English | Many-player games of optimal consumption and investment under relative performance criteria |
scientific article; zbMATH DE number 7194841 |
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Many-player games of optimal consumption and investment under relative performance criteria (English)
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29 April 2020
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mean field games
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relative performance
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optimal investment and consumption
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Merton problem
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0.8840947151184082
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0.8603302240371704
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0.8600591421127319
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0.8104836344718933
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