IEEE - Institute of Electrical and Electronics Engineers, Inc. - Mean field games for stochastic growth with relative consumption

2016 IEEE 55th Conference on Decision and Control (CDC)

Author(s): Minyi Huang ; Son Luu Nguyen
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2016
Conference Location: Las Vegas, NV, USA
Conference Date: 12 December 2016
Page(s): 4,528 - 4,533
ISBN (Electronic): 978-1-5090-1837-6
ISBN (DVD): 978-1-5090-1844-4
DOI: 10.1109/CDC.2016.7798958
Regular:

This paper considers the modeling and analysis of continuous time stochastic growth optimization in a mean field game setting. The individual capital stock evolution is determined by production,... View More

Advertisement