典型文献
Approximating Nash Equilibrium for Optimal Consumption in Stochastic Growth Model with Jumps
文献摘要：
In this paper,we study a class of dynamic games consisting of finite agents under a stochas-tic growth model with jumps.The jump process in the dynamics of the capital stock of each agent models announcements regarding each agent in the game occur at Poisson distributed random times.The aim of each agent is to maximize her objective functional with mean-field interactions by choosing an optimal consumption strategy.We prove the existence of a fixed point related to the so-called consistence condition as the number of agents goes large.Building upon the fixed point,we establish an optimal feedback consumption strategy for all agents which is in fact an approximating Nash equi-librium which describes strategies for each agent such that no agent has any incentive to change her strategy.
文献关键词：
中图分类号：
作者姓名：
Li Jun BO;Tong Qing LI
作者机构：
School of Mathematical Sciences,University of Science and Technology of China,Hefei 230026,P.R.China;Wu Wen Tsun Key Laboratory of Mathematics,Chinese Academy of Science,Hefei 230026,P.R.China
文献出处：
引用格式：
[1]Li Jun BO;Tong Qing LI-.Approximating Nash Equilibrium for Optimal Consumption in Stochastic Growth Model with Jumps)[J].数学学报（英文版）,2022(09):1621-1642
A类：
Approximating,Jumps
B类：
Nash,Equilibrium,Optimal,Consumption,Stochastic,Growth,Model,In,this,paper,we,study,class,games,consisting,finite,agents,under,stochas,growth,jumps,process,dynamics,capital,stock,each,models,announcements,regarding,occur,Poisson,distributed,random,times,aim,maximize,her,objective,functional,mean,field,interactions,by,choosing,optimal,consumption,strategy,We,prove,existence,fixed,point,related,called,consistence,condition,number,goes,large,Building,upon,establish,feedback,which,fact,approximating,equi,describes,strategies,such,that,any,incentive,change
AB值：
0.59615
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