[PDF] Top 20 Mean Field Game of Controls and An Application To Trade Crowding
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Mean Field Game of Controls and An Application To Trade Crowding
... close to what dealing desks of asset managers 1 are doing on financial markets: they try to estimate the buying or selling pressure exerted by other market participants to adjust their own ... Voir le document complet
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Mean Field Game of Controls and An Application To Trade Crowding
... close to the one suggested by the MFG theory. The starting point of this paper is an optimal liquidation problem: a trader has to buy or sell (we formulate the problem for a sell) a large ... Voir le document complet
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Mean Field Games with monotonous interactions through the law of states and controls of the agents
... solutions to a MFGC system with a possibly degenerate diffusion operator is proved assuming that the inequalities satisfied by H, its derivatives or the optimal control (here defined in B1 as α ∗ ), are uniform ... Voir le document complet
31
Mean Field Games of Controls: Finite Difference Approximations
... respect to µ (using a suitable distance on probability ...context of crowd motion, this structural condition is satisfied if the representative agent targets controls that are proportional to ... Voir le document complet
33
On Classical Solutions to the Mean Field Game System of Controls
... objective of this work is to discuss existence of the solutions of the MFGC system ...refer to [1] for a numerical application with multiple ...existence and uniqueness ... Voir le document complet
41
Convergence of some Mean Field Games systems to aggregation and flocking models
... (2) and α λ “ ´λDu λ . The convergence of minimizers, as λ Ñ `8, is studied in the nice paper [29], where this convergence is called “Weighted Energy-Dissipation”: the authors prove that, under suitable ... Voir le document complet
23
Mean Field Games
... presentation of the financial background, we refer the reader to ...that an agent impacts on the dynamics of an asset price by trading (either investing or hedging options), and ... Voir le document complet
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Convergence of some Mean Field Games systems to aggregation and flocking models
... `8qq and φ 1 p0q “ φ 2 p0q “ 0 (recall that kpxq “ ...those of Section 1.3.1: see [9, 18] and the references ...uniqueness of solutions to the Mean-Field Game ... Voir le document complet
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Trade Restrictiveness Indices in Presence of Externalities : An Application to Non-Tariff Measures
... 1 to 96 for 96 HS2 ...conclusions and some heterogeneity is also observable across HS2 sectors in the magnitude of the AVEs of trade reducing and facilitating ...density ... Voir le document complet
44
Functional quantization rate and mean regularity of processes with an application\break to Lévy processes
... is to ask conversely whether this al- ways provides the true quantization ...answer to this question is clearly “no” because equation ( ...the mean pathwise H¨older regularity of a process ... Voir le document complet
45
Particle systems with a singular mean-field self-excitation. Application to neuronal networks.
... shape of the solution after some synchronization has occurred. We plan to go back to this question in a future ...like to remark that variations of the model we present here could well ... Voir le document complet
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Mean Field Games and Applications
... A mean field game applied to economics: pro- duction of an exhaustible resource A fairly typical example of mean field game is that of the ... Voir le document complet
65
Balanced Growth Path Solutions of a Boltzmann Mean Field Game Model for Knowledge Growth
... existence of BGP solutions for an endogenous growth model proposed by Lucas and Moll, see ...in an economy is promoted by ’imitation’ and ...corresponds to learn- ing from ... Voir le document complet
21
Computing the Mean of Geometric Features Application to the Mean Rotation
... 101 - 54602 Villers lès Nancy Cedex France Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex France Unité de recherche INRIA Rhône-Alpes : 65[r] ... Voir le document complet
20
An example of multiple mean field limits in ergodic differential games
... important to point out that the result of [23] cannot be extended to strategies in which players observe the controls of the other ...detect and “punish” a player who deviates ... Voir le document complet
15
Availability - analysis of an effective pro-social attitude and application to the medical field
... out of Roger’s writing. He first notices that we find it difficult to let people be different from us: “We find it very hard to permit our children or our parents or our spouses to feel ... Voir le document complet
243
Variational Mean Field Games
... presentation of those Mean Field Games with congestion penalization which have a variational structure, starting from the deterministic dynamical ...stationary and dynamic ...Eulerian ... Voir le document complet
28
Mean-field theory of inhomogeneous fluids
... equation of state, which corrected the well-known ideal gas expression to account for the influence of interparticle interactions [ 1 ...fundamental to mean-field and ... Voir le document complet
14
MEAN FIELD GAMES MODELS OF SEGREGATION
... evolution of the distributions of agents is displayed on Figure 7, which contains nine snapshots corresponding to different dates between 0 and T ...distributions of the two types ... Voir le document complet
40
Variational Mean Field Games
... presentation of those Mean Field Games with congestion penalization which have a variational structure, starting from the deterministic dynamical ...stationary and dynamic ...Eulerian ... Voir le document complet
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