Mean Field Games of Timing and Models for Bank Runs

Applied Mathematics and Optimization

Volumn 76, Issue 1, 2017, Pages 217-260

  Carmona, René ^a   Delarue, François ^b   Lacker, Daniel ^c  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITÉ CÔTE D'AZUR   (France)

^c BROWN UNIVERSITY   (United States)

Author keywords

Bank runs; Mean field games; Optimal stopping; Supermodular games

Indexed keywords

CONTINUOUS TIME SYSTEMS; FINANCE; STOCHASTIC SYSTEMS; TIMING CIRCUITS;

BANK RUNS; CONTINUOUS-TIME; MATHEMATICAL THEORY; MEAN FIELD GAMES; OPTIMAL STOPPING; STOCHASTIC GAME; STRATEGIC DECISIONS; SUPERMODULAR GAMES;

GAME THEORY;

EID: 85021710985     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-017-9435-z     Document Type: Article

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