Mean Field Games with Heterogeneous Groups: Application to Banking Systems
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DOI: 10.1007/s10957-021-01955-3
Abstract: We study the system of heterogeneous lending and borrowing based on the relative average of log-capitalization given by the linear combination of the average within groups and ensemble average. Moreover, we describe the evolution of… read more here.
Keywords: lending borrowing; field games; heterogeneous groups; mean field ... See more keywords