Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps

DOI10.1007/s10114-022-0529-4zbMath1500.91013OpenAlexW4293576112MaRDI QIDQ2084829

Tong Qing Li, Li Jun Bo

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

zbMATH Keywords

fixed pointjump processesoptimal consumptionstochastic growthmean field interactionapproximating Nash equilibrium

Mathematics Subject Classification ID

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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