标题:Mean Field Games for Production Output Adjustment with Noisy Sticky Prices
作者:Bingchang Wang;Minyi Huang;
作者机构:[Bingchang Wang]School of Control Science and Engineering, Shandong University.;[Minyi Huang]School of Mathematics and Statistics, Carleton University
会议名称:第30届中国控制与决策会议
来源:第30届中国控制与决策会议论文集(3)
出版年:2018
关键词:Mean field game;Nash equilibrium;production output adjustment;noisy sticky price
摘要:This paper investigates mean field games for dynamic production competition. We first introduce a market of many firms with the sticky price and adjustment costs, where the price is disturbed by a Wiener process. By solving forward-backward stochastic differential equations subject to consistent mea...
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZJC201806003077&DbName;=CPFD2018
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