A Mean Field Game of Optimal Stopping (Q4610159)

From MaRDI portal
scientific article; zbMATH DE number 6856522
Language Label Description Also known as
English
A Mean Field Game of Optimal Stopping
scientific article; zbMATH DE number 6856522

    Statements

    title
    A Mean Field Game of Optimal Stopping (English)
    0 references
    author
    Marcel Nutz
    0 references
    publication date
    5 April 2018
    0 references
    zbMATH Keywords
    mean field game
    0 references
    optimal stopping
    0 references
    bank run
    0 references
    cites work
    Credit Risk Modeling
    0 references
    Mean field games
    0 references

    Identifiers

    DOI
    10.1137/16M1078331
    0 references
    Mathematics Subject Classification ID
    91A15
    0 references
    91A07
    0 references
    60G40
    0 references
    91A55
    0 references
    91A23
    0 references
    zbMATH DE Number
    6856522
    0 references
    arXiv ID
    1605.09112
    0 references
    OpenAlex ID
    W2963651811
    0 references
    Wikidata QID
    Q130109661
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4610159&oldid=37881614"
    Powered by MediaWiki