The role of correlation in diffusion control ranking games
From MaRDI portal
Publication:6545038
DOI10.1137/23m1574336zbMATH Open1537.9103MaRDI QIDQ6545038
Julian Wendt, Stefan Ankirchner, Nabil Kazi-Tani
Publication date: 29 May 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Gambling in contests
- Mean field games with common noise
- A rank-based mean field game in the strong formulation
- A general characterization of the mean field limit for stochastic differential games
- Stochastic differential games: Occupation measure based approach
- Large tournament games
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Existence and optimality conditions for relaxed mean-field stochastic control problems
- Multidimensional diffusion processes.
- Zero-sum path-dependent stochastic differential games in weak formulation
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process
- Continuous Time Contests with Private Information
- A Stochastic Differential Game with Safe and Risky Choices
- A regularity condition on the transition probability measure of a diffusion process
- Extreme Points of Moment Sets
- Probability
- On the relaxed mean-field stochastic control problem
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Terminal Ranking Games
- Reward Design in Risk-Taking Contests
- A Mean Field Competition
- Limit Theory for Controlled McKean--Vlasov Dynamics
- Saddle Points for Linear Differential Games
This page was built for publication: The role of correlation in diffusion control ranking games
