On the value of a time-inconsistent mean-field zero-sum Dynkin game
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Publication:6631640
DOI10.1007/S11579-024-00367-XMaRDI QIDQ6631640
Publication date: 1 November 2024
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
stopping timeWasserstein distanceinteracting particle systemtime-inconsistencymean-field zero-sum Dynkin game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Mean field games and control (49N80)
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