A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type
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DOI: 10.1007/s13235-015-0140-8
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- Alia, Ishak & Chighoub, Farid & Sohail, Ayesha, 2016. "A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 212-223.
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Keywords
Time-inconsistent stochastic control; Maximum principle; Mean-field SDE; Equilibrium; Mean-field game;All these keywords.
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