英文标题：
《Mean field games of timing and models for bank runs》
---
作者：
Rene Carmona, Francois Delarue, and Daniel Lacker
---
最新提交年份：
2017
---
英文摘要：
The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic contributions at the root of our effort, and we develop a mathematical theory for continuous-time stochastic games where the strategic decisions of the players are merely choices of times at which they leave the game, and the interaction between the strategic players is of a mean field nature.
---
中文摘要：
本文的目的是介绍一组我们称之为计时平均场对策的问题。我们通过一个连续时间背景下的银行挤兑动态模型来激励该公式。我们简要回顾了经济和博弈论在我们努力的根源上的贡献，并发展了连续时间随机博弈的数学理论，其中参与者的战略决策仅仅是他们离开博弈的时间的选择，并且战略参与者之间的相互作用是平均场性质的。
---
分类信息：

一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
--
一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--

---
PDF下载：
-->