Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach
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Publication:5130024
DOI10.1137/18M1233480zbMath1452.91031arXiv1812.06196MaRDI QIDQ5130024
Géraldine Bouveret, Peter Tankov, Roxana Dumitrescu
Publication date: 3 November 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.06196
Linear programming (90C05) Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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