On certain analytically solvable problems of mean field games theory

DOI10.3103/S002713222004004XzbMath1466.91024arXiv1911.09441OpenAlexW3136954558MaRDI QIDQ2027870

S. I. Nikulin, Olga S. Rozanova

Publication date: 28 May 2021

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.09441

zbMATH Keywords

Riccati equationsexact solutionsportfolio selectionmean field games theory

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)

Cites Work

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