Mean field games for stochastic growth with relative utility
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Cites work
- A mean field capital accumulation game with HARA utility
- A probabilistic weak formulation of mean field games and applications
- An Asymptotic Theory of Growth Under Uncertainty
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
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- Comparison utility in a growth model
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- Dynamic game model of endogenous growth with consumption externalities
- Equilibria of dynamic games with many players: existence, approximation, and market structure
- Explicit solutions of some linear-quadratic mean field games
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- Markov Perfect Industry Dynamics With Many Firms
- Mean field games
- Mean field games and applications
- Mean field games and mean field type control theory
- Mean field games for stochastic growth with relative utility
- Mean field games models -- a brief survey
- Optimal Consumption in a Growth Model with the Cobb–Douglas Production Function
- Optimal investment under relative performance concerns
- Probabilistic analysis of mean-field games
- Production technologies in stochastic continuous time models
- Public Finance in Models of Economic Growth
- Risk-Sensitive Mean-Field Games
- The Inverse Optimal Problem: A Dynamic Programming Approach
Cited in
(16)- A general stochastic maximum principle for mean-field controls with regime switching
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
- A mean field game model of firm-level innovation
- From mean field games to the best reply strategy in a stochastic framework
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria
- \(N\)-player and mean-field games in Itô-diffusion markets with competitive or homophilous interaction
- An infinite-horizon mean field game of growth and capital accumulation: a Markov chain approximation numerical scheme and its challenges
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Mean-field games for multiagent systems with multiplicative noises
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
- Mean field games for stochastic growth with relative utility
- Mean field production output control with sticky prices: Nash and social solutions
- A mean field game approach to equilibrium consumption under external habit formation
- A mean field capital accumulation game with HARA utility
- Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
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