Mean field games with heterogeneous groups: application to banking systems
DOI10.1007/s10957-021-01955-3zbMath1482.91214OpenAlexW3206746494MaRDI QIDQ2073048
Publication date: 27 January 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01955-3
Nash equilibriumsystemic riskheterogeneous groupmean field gameinter-bank borrowing and lending systemrelative ensemble average
Applications of game theory (91A80) Financial applications of other theories (91G80) Mean field games (aspects of game theory) (91A16) Financial networks (including contagion, systemic risk, regulation) (91G45)
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Cites Work
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