"Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach."

Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov (2020)

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DOI: 10.1137/18M1233480

access: closed

type: Journal Article

metadata version: 2021-12-25

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Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov:
Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. SIAM J. Control. Optim. 58(4): 1795-1821 (2020)

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