Proves existence and uniqueness of mean-field equilibrium in a stochastic optimal investment game with price interaction through expected production capacity, for finite and infinite time horizons, plus the deterministic counterpart.
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Existence and uniqueness results for a mean-field game of optimal investment
Proves existence and uniqueness of mean-field equilibrium in a stochastic optimal investment game with price interaction through expected production capacity, for finite and infinite time horizons, plus the deterministic counterpart.