Large ranking games with diffusion control

DOI10.1287/MOOR.2023.1373zbMATH Open1544.91037MaRDI QIDQ6563010FDOQ6563010

Authors: Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt, Chao Zhou 

Publication date: 27 June 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

gamemean field limitoscillating Brownian motiondiffusion controlrank-based reward

Mathematics Subject Classification ID

2-person games (91A05) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

Cited In (2)

• Mean-field ranking games with diffusion control
• The role of correlation in diffusion control ranking games

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