N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction

DOI10.1007/978-3-030-98519-6_9zbMath1504.91291arXiv2106.00581OpenAlexW3169171854MaRDI QIDQ5050086

Ruimeng Hu, Thaleia Zariphopoulou

Publication date: 15 November 2022

Published in: Stochastic Analysis, Filtering, and Stochastic Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.00581

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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