Mean field games and systemic risk
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Publication:2348483
DOI10.4310/CMS.2015.v13.n4.a4zbMath1337.91031arXiv1308.2172MaRDI QIDQ2348483
Jean-Pierre Fouque, Li-Hsien Sun, René A. Carmona
Publication date: 12 June 2015
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.2172
Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15)
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