Equilibrium price formation with a major player and its mean field limit (Q5066570)
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scientific article; zbMATH DE number 7500010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium price formation with a major player and its mean field limit |
scientific article; zbMATH DE number 7500010 |
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Equilibrium price formation with a major player and its mean field limit (English)
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29 March 2022
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mean field game
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major agent
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mean-field type control
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controlled-FBSDEs
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equilibrium price formation
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market clearing
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