Large ranking games with diffusion control

DOI10.1287/MOOR.2023.1373MaRDI QIDQ6563010zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1287/MOOR.2023.1373

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)

Recommendations

• Mean-field ranking games with diffusion control
• Large tournament games
• A rank-based mean field game in the strong formulation
• The role of correlation in diffusion control ranking games
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players

Cited in

(5)

• Portfolio selection in contests
• Mean-field ranking games with diffusion control
• From Nash equilibrium to social optimum and back: a mean field perspective
• Two-player diffusion control games with private information
• The role of correlation in diffusion control ranking games

This page was built for publication: Large ranking games with diffusion control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6563010)