A mean field game model of firm-level innovation
DOI10.1142/s0218202523500203arXiv2101.05148OpenAlexW3120052450MaRDI QIDQ6175725
Pierre Degond, Matt Barker, Mirabelle Muûls, Unnamed Author
Publication date: 24 July 2023
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.05148
Stability and convergence of numerical methods for ordinary differential equations (65L20) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical analysis (65-XX)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bernstein-Nagumo conditions and solutions to nonlinear differential inequalities
- Mean field games for stochastic growth with relative utility
- Mean field games. I: The stationary case
- Partial differential equations. I: Basic theory
- Mean field games
- Stochastic differential equations with reflecting boundary condition in convex regions
- Strong solutions for time-dependent mean field games with non-separable Hamiltonians
- The conditional probability density function for a reflected Brownian motion
- Equilibrium points of nonatomic games
- A mean field game price model with noise
- From mean field games to the best reply strategy in a stochastic framework
- A kinetic description for the herding behavior in financial market
- A particle model for the herding phenomena induced by dynamic market signals
- Mean-field-type games
- Multi-population mean field games systems with Neumann boundary conditions
- An explicit formula for the Skorokhod map on \([0,a\)]
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
- Stochastic graphon games. II: The linear-quadratic case
- On a Boltzmann Mean Field Model for Knowledge Growth
- Probabilistic Analysis of Mean-Field Games
- Boundary value problems for quasilinear second order elliptic equations
- Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
- From particles to firms: on the kinetic theory of climbing up evolutionary landscapes
- Probabilistic Theory of Mean Field Games with Applications I
- Markets with a Continuum of Traders
- Diffusion processes with boundary conditions
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets
