Mean field games for stochastic growth with relative utility
From MaRDI portal
Publication:520355
DOI10.1007/s00245-016-9395-8zbMath1359.90145OpenAlexW2553521447MaRDI QIDQ520355
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) Economic growth models (91B62) Optimal stochastic control (93E20) Dynamic games (91A25)
Related Items (12)
N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction ⋮ From mean field games to the best reply strategy in a stochastic framework ⋮ A mean field game model of firm-level innovation ⋮ An Infinite-Horizon Mean Field Game of Growth and Capital Accumulation: A Markov Chain Approximation Numerical Scheme and Its Challenges ⋮ Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets ⋮ A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems ⋮ Mean field production output control with sticky prices: Nash and social solutions ⋮ A general stochastic maximum principle for mean-field controls with regime switching ⋮ Mean field games for stochastic growth with relative utility ⋮ On laws of large numbers for systems with mean-field interactions and Markovian switching ⋮ Mean‐field games for multiagent systems with multiplicative noises ⋮ Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
Cites Work
- Mean field games for stochastic growth with relative utility
- Production technologies in stochastic continuous time models
- Dynamic game model of endogenous growth with consumption externalities
- Mean field games
- Comparison utility in a growth model
- Continuous stochastic games of capital accumulation with convex transitions
- Explicit solutions of some linear-quadratic mean field games
- Equilibria of dynamic games with many players: existence, approximation, and market structure
- A probabilistic weak formulation of mean field games and applications
- Bertrand and Cournot mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- A mean field capital accumulation game with HARA utility
- Mean field games models -- a brief survey
- Probabilistic Analysis of Mean-Field Games
- Risk-Sensitive Mean-Field Games
- Mean Field Games and Applications
- Markov Perfect Industry Dynamics With Many Firms
- Optimal Consumption in a Growth Model with the Cobb–Douglas Production Function
- The Inverse Optimal Problem: A Dynamic Programming Approach
- Public Finance in Models of Economic Growth
- An Asymptotic Theory of Growth Under Uncertainty
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean Field Games and Mean Field Type Control Theory
This page was built for publication: Mean field games for stochastic growth with relative utility
