Existence of mean-field game equilibria for two-sided singular control of Lévy processes is established via a Brouwer fixed point, with an ergodic limit and finite-player approximation.
Applied Probability and Queues, Second Edition, Stochastic Modelling and Applied Probability, 51
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.OC 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Mean-Field Games with two-sided singular controls for L\'evy processes
Existence of mean-field game equilibria for two-sided singular control of Lévy processes is established via a Brouwer fixed point, with an ergodic limit and finite-player approximation.