ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

Statistics and Probability Letters

Volumn 154, Issue , 2019, Pages

  Benazzoli, Chiara ^a   Campi, Luciano ^b   Di Persio, Luca ^c  

^a UNIVERSITY OF TRENTO   (Italy)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c UNIVERSITY OF VERONA   (Italy)

Author keywords

Jump measures; Marked point processes; Mean field games; Nash equilibrium; Stochastic differential games

Indexed keywords

EID: 85068762191     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2019.05.021     Document Type: Article

References (18)

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