A mean field game of optimal stopping

SIAM Journal on Control and Optimization

Volumn 56, Issue 2, 2018, Pages 1206-1221

  Nutz, Marcel ^a  

^a Columbia University ^*  (United States)

Author keywords

Bank run; Mean field game; Optimal stopping

Indexed keywords

STOCHASTIC SYSTEMS;

BANK RUN; COMMON NOISE; GAIN INSIGHT; LAW OF LARGE NUMBERS; MEAN FIELD GAMES; OPTIMAL STOPPING; OPTIMAL STOPPING PROBLEM; STOCHASTIC GAME;

DISTRIBUTION FUNCTIONS;

EID: 85047193239     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/16M1078331     Document Type: Article

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