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Singular mean-field control games with applications to optimal harvesting and investment problems - MaRDI portal

Singular mean-field control games with applications to optimal harvesting and investment problems

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Publication:6252157

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arXiv1406.1863MaRDI QIDQ6252157

Bernt Øksendal, Yaozhong Hu, Agnès Sulem

Publication date: 7 June 2014

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Stochastic models in economics (91B70) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Economic dynamics (91B55)

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