Extended Mean Field Games with Singular Controls
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Publication:5883153
DOI10.1137/20M1384750OpenAlexW4321491713MaRDI QIDQ5883153
Publication date: 29 March 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.04154
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)
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