Mean Field Games with Heterogeneous Groups: Application to Banking Systems

Keyphrases

• Banking System 100%
• Lending 100%
• Heterogeneous Groups 100%
• Mean Field Games 100%
• Group-oriented Applications 100%
• Ensemble Average 66%
• Capitalization 66%
• Closed-loop Nash Equilibrium 66%
• Open-loop Nash Equilibrium 66%
• Group Average 66%
• Optimal Strategy 33%
• Numerical Analysis 33%
• Liquidity 33%
• Linear Quadratic 33%
• Linear Combination 33%
• Game Features 33%
• Central Bank 33%
• Financial Implications 33%
• Quadratic Cost 33%
• Coupled Diffusion 33%
• Relative Parameters 33%
• Mean-reverting 33%
• Default Barrier 33%
• Approximate Nash Equilibrium 33%
• Relative Concerns 33%
• Incentive Parameter 33%
• Coupled Riccati Equations 33%

Mathematics

• Nash Equilibrium 100%
• Heterogeneous Group 100%
• Ensemble Average 66%
• Approximates 33%
• Numerical Analysis 33%
• Closed Loop 33%
• Riccati Equation 33%
• Linear Combination 33%
• Optimal Strategy 33%
• Solvability 33%

Economics, Econometrics and Finance

• Nash Equilibrium 100%
• Central Bank 33%
• Incentives 33%