Mean field games for stochastic growth with relative utility
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Publication:520355
DOI10.1007/S00245-016-9395-8zbMATH Open1359.90145OpenAlexW2553521447MaRDI QIDQ520355FDOQ520355
Publication date: 3 April 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-016-9395-8
Dynamic programming (90C39) Dynamic games (91A25) Economic growth models (91B62) Optimal stochastic control (93E20)
Cites Work
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- Mean field games for stochastic growth with relative utility
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Cited In (16)
- An Infinite-Horizon Mean Field Game of Growth and Capital Accumulation: A Markov Chain Approximation Numerical Scheme and Its Challenges
- Mean field production output control with sticky prices: Nash and social solutions
- Mean‐field games for multiagent systems with multiplicative noises
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria
- A mean field game model of firm-level innovation
- A mean field capital accumulation game with HARA utility
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction
- A mean field game approach to equilibrium consumption under external habit formation
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- From mean field games to the best reply strategy in a stochastic framework
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
- A general stochastic maximum principle for mean-field controls with regime switching
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
- Mean field games for stochastic growth with relative utility
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