Applications of Mean Field Games in financial engineering and economic theory

DOI10.1090/PSAPM/078/05arXiv2012.05237OpenAlexW3214509501MaRDI QIDQ6082294

René A. Carmona

Publication date: 29 November 2023

Published in: Proceedings of Symposia in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.05237

Mathematics Subject Classification ID

Applications of game theory (91A80) Economic growth models (91B62) Games of timing (91A55) Mean field games (aspects of game theory) (91A16) Financial networks (including contagion, systemic risk, regulation) (91G45) Contract theory (moral hazard, adverse selection) (91B41)

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