Mean-field leader-follower games with terminal state constraint (Q3300842)
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scientific article
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| English | Mean-field leader-follower games with terminal state constraint |
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Mean-Field Leader-Follower Games with Terminal State Constraint (English)
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30 July 2020
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mean-field control
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Stackelberg game
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mean-field game with a major player
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McKean-Vlasov FBSDE
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portfolio liquidation
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singular terminal constraint
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0.8402663469314575
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0.8231902718544006
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0.8174894452095032
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0.8139618039131165
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0.8111523985862732
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