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Mean-field ranking games with diffusion control - MaRDI portal

Mean-field ranking games with diffusion control

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Publication:6631634

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DOI10.1007/s11579-024-00354-2MaRDI QIDQ6631634

Julian Wendt, Nabil Kazi-Tani, Stefan Ankirchner, Chao Zhou

Publication date: 1 November 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

diffusion control game mean field limit oscillating Brownian motion rank-based reward

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Mean field games (aspects of game theory) (91A16)

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