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Mean field portfolio games - MaRDI portal

Mean field portfolio games (Q2111248)

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scientific article
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English
Mean field portfolio games
scientific article

    Statements

    title
    Mean field portfolio games (English)
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    author
    Guanxing Fu
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    Chao Zhou
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    publication date
    28 December 2022
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    zbMATH Keywords
    mean field game
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    portfolio game
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    martingale optimality principle
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    FBSDE
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    cites work
    Mean field games
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    Q5512462
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    Identifiers

    Mathematics Subject Classification ID
    91A16
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    91A80
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    91G10
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    60H30
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    zbMATH DE Number
    7637402
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    OpenAlex ID
    W4312200481
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    arXiv ID
    2106.06185
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