Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580)
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scientific article; zbMATH DE number 7706290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment mean-field and N-player games with memory effect and relative performance competition |
scientific article; zbMATH DE number 7706290 |
Statements
Optimal investment mean-field and N-player games with memory effect and relative performance competition (English)
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3 July 2023
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optimal investment
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stochastic control
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mean-field game
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Hamilton-Jacobi-Bellman
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equation
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0.9210199
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0.88727224
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0.85008717
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0.8458873
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0.8439739
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0.8436922
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0.8368379
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0.83427095
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