A mean field game approach to relative investment-consumption games with habit formation (Q6655908)
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scientific article; zbMATH DE number 7960937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean field game approach to relative investment-consumption games with habit formation |
scientific article; zbMATH DE number 7960937 |
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A mean field game approach to relative investment-consumption games with habit formation (English)
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27 December 2024
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optimal investment and consumption
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relative performance
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habit formation
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mean field game
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approximate Nash equilibrium
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