On balanced growth path solutions of a knowledge diffusion and growth model

DOI10.1137/18M1213531MaRDI QIDQ5742497zbMATH OpenFDO

Authors Cong Qin, Xinfu Chen

Publication date 14 May 2019

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

zbMATH Keywords

traveling wavepartial integro-differential equationsgrowth modelBoltzmann-type mean field game

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Integro-partial differential equations (45K05) Traveling wave solutions (35C07) Boltzmann equations (35Q20) Stochastic games, stochastic differential games (91A15) Economic growth models (91B62)

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Cites work

• A variational inequality arising from optimal exercise perpetual executive stock options
• Asymptotic behavior of optimal exercise strategy for a small number of executive stock options
• Balanced growth path solutions of a Boltzmann mean field game model for knowledge growth
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• Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
• Fracking, renewables, and mean field games
• Illiquidity, position limits, and optimal investment for mutual funds
• Income and wealth distribution in macroeconomics: a continuous-time approach
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mathematical analysis of a variational inequality modelling perpetual executive stock options
• Mean field games
• Mean field games and applications
• Mean field games and mean field type control theory
• Mean field games and systemic risk
• On a Boltzmann mean field model for knowledge growth
• Partial differential equation models in macroeconomics
• Probabilistic analysis of mean-field games
• Regularity of free boundary arising from optimal exercise of perpetual executive stock options
• The approach of solutions of nonlinear diffusion equations to travelling front solutions
• The dynamics of inequality

Cited in

(7)

• Balanced growth path solutions of a Boltzmann mean field game model for knowledge growth
• The tragedy of the commons: a mean-field game approach to the reversal of travelling waves
• Traveling waves in a mean field learning model
• The Growth and Diffusion of Knowledge
• Traveling waves for a nonlocal KPP equation and mean-field game models of knowledge diffusion
• On a Boltzmann mean field model for knowledge growth
• Knowledge diffusion in an endogenous growth model

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