具有粘性价格的生产产出调整的平均场博弈

2018 Chinese Control And Decision Conference (CCDC) Pub Date : 2018-06-01 DOI:10.1109/CCDC.2018.8407672

Bingchang Wang, Minyi Huang

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引用次数: 1

摘要

本文研究动态生产竞争中的平均场博弈问题。我们首先引入一个由许多企业组成的具有粘性价格和调整成本的市场，其中价格受到维纳过程的干扰。通过求解前后向随机微分方程，得到一组分散策略，并进一步证明其为e-Nash均衡。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Mean field games for production output adjustment with noisy sticky prices

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 mean field approximations, a set of decentralized strategies is obtained and further shown to be an e-Nash equilibrium.

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2018 Chinese Control And Decision Conference (CCDC)

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