Optimal investment
Alessandro Calvia, Salvatore Federico, Giorgio Ferrari, Fausto Gozzi “Existence and Uniqueness Results for a Mean-Field Game of Optimal Investment”
Posted in: Articolo
Set
19
2026
Abstract: We establish the existence and uniqueness of the equilibrium for a stochastic mean-field game of optimal investment. The analysis covers both finite and infinite time horizons, and the mean-field interaction of the representative company with a mass of identical and indistinguishable firms is modeled ...more »
Tagged width: Calvia Alessandro, Optimal investment, Price formation