Pages that link to "Item:Q2175463"
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The following pages link to Many-player games of optimal consumption and investment under relative performance criteria (Q2175463):
Displaying 30 items.
- Relative performance concerns among investment managers (Q2000688) (← links)
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps (Q2084829) (← links)
- Mean field games of controls: propagation of monotonicities (Q2096189) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- Approximating Nash equilibrium for production control with sticky price (Q2157904) (← links)
- The Dyson and Coulomb games (Q2195872) (← links)
- Stochastic graphon games. II: The linear-quadratic case (Q2674436) (← links)
- Mean field portfolio games with consumption (Q2690072) (← links)
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria (Q5204849) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
- Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)
- Optimal investment in a large population of competitive and heterogeneous agents (Q6130337) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- A class of mean-field games with optimal stopping and its applications (Q6583234) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria (Q6631638) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria (Q6648328) (← links)
- A mean field game approach to relative investment-consumption games with habit formation (Q6655908) (← links)
