Pages that link to "Item:Q5204849"
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The following pages link to Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria (Q5204849):
Displaying 50 items.
- Mean field games for stochastic growth with relative utility (Q520355) (← links)
- Relative performance concerns among investment managers (Q2000688) (← links)
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps (Q2084829) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Mean field games of controls: propagation of monotonicities (Q2096189) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
- From the master equation to mean field game limit theory: large deviations and concentration of measure (Q2184816) (← links)
- The Dyson and Coulomb games (Q2195872) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- A mean field capital accumulation game with HARA utility (Q2514566) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← 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)
- Tournament-induced risk-shifting: a mean field games approach (Q2877539) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Entropy Regularization for Mean Field Games with Learning (Q5870374) (← 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)
- Submission costs in risk-taking contests (Q6148362) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- Approximation of \(N\)-player stochastic games with singular controls by mean field games (Q6164096) (← links)
- A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability (Q6165241) (← links)
- Inverse problems for mean field games (Q6165997) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- Actor-critic reinforcement learning algorithms for mean field games in continuous time, state and action spaces (Q6564711) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← 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)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
