Mean field portfolio games with consumption
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Publication:2690072
DOI10.1007/s11579-022-00328-2OpenAlexW4312106738MaRDI QIDQ2690072
Publication date: 15 March 2023
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.05425
Applications of game theory (91A80) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)
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