Optimal investment in a large population of competitive and heterogeneous agents (Q6130337)
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scientific article; zbMATH DE number 7826825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in a large population of competitive and heterogeneous agents |
scientific article; zbMATH DE number 7826825 |
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Optimal investment in a large population of competitive and heterogeneous agents (English)
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2 April 2024
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stochastic graphon games
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propagation of chaos
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FBSDE
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McKean-Vlasov equations
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