Mean-field ranking games with diffusion control

DOI10.1007/S11579-024-00354-2MaRDI QIDQ6631634zbMATH OpenFDO

Authors Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt, Chao Zhou

Publication date 1 November 2024

Published in Mathematics and Financial Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11579-024-00354-2

zbMATH Keywords

diffusion controlgamemean field limitoscillating Brownian motionrank-based reward

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

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Cited in

(5)

• Mean Field Contest with Singularity
• The role of correlation in diffusion control ranking games
• Large ranking games with diffusion control
• Portfolio selection in contests
• Two-player diffusion control games with private information

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