Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
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Publication:2084829
DOI10.1007/s10114-022-0529-4zbMath1500.91013OpenAlexW4293576112MaRDI QIDQ2084829
Publication date: 13 October 2022
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-022-0529-4
fixed pointjump processesoptimal consumptionstochastic growthmean field interactionapproximating Nash equilibrium
Stochastic models in economics (91B70) Economic growth models (91B62) Optimal stochastic control (93E20) Dynamic games (91A25) Mean field games (aspects of game theory) (91A16)
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