Mean Field Games with Heterogeneous Groups: Application to Banking Systems

Author:

Sun Li-HsienORCID

Funder

Ministry of Science and Technology, Taiwan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference46 articles.

1. Aurell, A., Djehiche, B.: Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. SIAM J. Control. Optim. 56(1), 434–455 (2018)

2. Bardi, M., Cirant, M.: Uniqueness of solutions in MFG with several populations and Neumann conditions. arXiv:1709.02158 (2018)

3. Bensoussan, A., Feng, X., Huang, J.: linear quadratic gaussian mean field game with partial observation and common noise. Mathematical Control and Related Fields, to appear

4. Bensoussan, A., Frehse, J., Yam, P.: Mean field games and mean field type control theory. Springer Briefs in Mathematics

5. Bensoussan, A., Huang, T., Lauriere, M.: Mean Field Control and Mean Field Game Models with Several Population arXiv:1810.00783 (2018)

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence;Stochastic Processes and their Applications;2022-08

2. Mean Field Games with Heterogeneous Groups: Application to Banking Systems;Journal of Optimization Theory and Applications;2021-10-19

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