A Mean Field Competition
From MaRDI portal
Publication:5108240
DOI10.1287/moor.2018.0966zbMath1437.91059arXiv1708.01308OpenAlexW2744036899MaRDI QIDQ5108240
Publication date: 30 April 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.01308
Production theory, theory of the firm (91B38) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16) Principal-agent models (91B43)
Related Items (12)
Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game ⋮ Convergence to the mean field game limit: a case study ⋮ Stochastic graphon games. II: The linear-quadratic case ⋮ The Convergence Problem in Mean Field Games with Neumann Boundary Conditions ⋮ The Dyson and Coulomb games ⋮ Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game ⋮ Teamwise mean field competitions ⋮ Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems ⋮ Large tournament games ⋮ A Mean Field Game of Optimal Portfolio Liquidation ⋮ Terminal Ranking Games ⋮ Reward Design in Risk-Taking Contests
Cites Work
- Gambling in contests with random initial law
- Mean field games with a dominating player
- Continuous time finite state mean field games
- Racing under uncertainty: boundary value problem approach
- Gambling in contests
- Large systems of diffusions interacting through their ranks
- Particle systems with singular interaction through hitting times: application in systemic risk modeling
- A rank-based mean field game in the strong formulation
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Individual risk and Lebesgue extension without aggregate uncertainty
- Optimal stopping in mean field games, an obstacle problem approach
- Mean field games of timing and models for bank runs
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- The exact law of large numbers via Fubini extension and characterization of insurable risks
- OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS
- Mean Field Games and Applications
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
- Continuous Time Contests with Private Information
- Racing with Uncertainty
- A Dynamic Game of R and D: Patent Protection and Competitive Behavior
- A Mean Field Game of Optimal Stopping
- Contracting Theory with Competitive Interacting Agents
- A Perpetual Race to Stay Ahead
- Analysis of a Finite State Many Player Game Using Its Master Equation
- A Tale of a Principal and Many, Many Agents
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean Field Games and Mean Field Type Control Theory
- Probabilistic Theory of Mean Field Games with Applications II
- GAMBLING IN CONTESTS WITH REGRET
- On existence of rich Fubini extensions
This page was built for publication: A Mean Field Competition
