Stationary discounted and ergodic mean field games with singular controls
Year of publication: |
2023
|
---|---|
Authors: | Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 4, p. 1871-1898
|
Subject: | Abelian limit | discounted and ergodic criterion | one-dimensional Itô diffusion | optimal productivity expansion | singular control | stationary mean field games | ε-Nash equilibrium |
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