A Mean Field Game of Optimal Stopping
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Publication:4610159
DOI10.1137/16M1078331zbMath1407.91040arXiv1605.09112OpenAlexW2963651811MaRDI QIDQ4610159
Publication date: 5 April 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.09112
Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)
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