Two sided ergodic singular control and mean-field game for diffusions

DOI10.1007/S10203-024-00464-YMaRDI QIDQ6938530zbMATH OpenFDO

Authors Sören Christensen, Ernesto Mordecki, Facundo Oliú

Publication date 25 August 2025

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10203-024-00464-Y

zbMATH Keywords

diffusionsergodic singular controlmean-field gamesNash equilibrium

Mathematics Subject Classification ID

Diffusion processes (60J60) Mean field games (aspects of game theory) (91A16)

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Cited in

(3)

• Long-term average impulse control with mean field interactions
• Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games
• Long-term average impulse and singular control of a growth model with two revenue sources

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