Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance

2016 ◽  
Author(s):  
Dena Firoozi ◽  
Peter E. Caines
Keyword(s):  
Nash Equilibria ◽  
Mean Field ◽  
Mean Field Game ◽  
Partially Observed ◽  
Optimal Execution

Mean-Field Game Strategies for Optimal Execution

2019 ◽  
Vol 26 (2) ◽  
pp. 153-185 ◽  
Author(s):  
Xuancheng Huang ◽  
Sebastian Jaimungal ◽  
Mojtaba Nourian
Keyword(s):  
Mean Field ◽  
Mean Field Game ◽  
Optimal Execution

Mean Field Game Theory with a Partially Observed Major Agent

2016 ◽  
Vol 54 (6) ◽  
pp. 3174-3224 ◽  
Author(s):  
Nevroz Şen ◽  
Peter E. Caines
Keyword(s):  
Game Theory ◽  
Mean Field ◽  
Mean Field Game ◽  
Partially Observed

scholarly journals Remarks on Nash equilibria in mean field game models with a major player

2020 ◽  
Vol 148 (10) ◽  
pp. 4241-4255 ◽  
Author(s):  
P. Cardaliaguet ◽  
M. Cirant ◽  
A. Porretta
Keyword(s):  
Nash Equilibria ◽  
Mean Field ◽  
Mean Field Game ◽  
Major Player
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