Two sided ergodic singular control and mean field game for diffusions

In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- increasing and decreasing -- c\`adl\`ag processes, while he is interacting with an aggregate of players through the expecta...

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Hauptverfasser:	Christensen, Sören, Mordecki, Ernesto, Eguren, Facundo Oliú
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control Mathematics - Probability
Online-Zugang:	Volltext bestellen
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