Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria
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Publication:6586868
DOI10.3934/PUQR.2024008zbMATH Open1542.91025MaRDI QIDQ6586868
Publication date: 13 August 2024
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Optimal stochastic control (93E20) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)
Cites Work
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