Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria (Q6631638)
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scientific article; zbMATH DE number 7937747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria |
scientific article; zbMATH DE number 7937747 |
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Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria (English)
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1 November 2024
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mean field games
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master equation
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unbounded controlled common noise
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portfolio choice
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relative performance
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