Large ranking games with diffusion control

DOI10.1287/MOOR.2023.1373MaRDI QIDQ6563010zbMATHFDO

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)

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)

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(2)

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

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