论文标题
近似NASH平衡以粘性价格
Approximating Nash Equilibrium for Production Control with Sticky Price
论文作者
论文摘要
我们研究了多家商品市场价格粘性的多家公司的生产控制产生的平均现场游戏问题。每个公司的价格动力学被描述为具有平均场相互作用的（受控的）跳转过程。每个公司的目标都旨在最大化她对累计净利润的期望，并通过价格流程相互彼此结合。通过解决限制控制问题和定点问题，当公司数量增长时，我们构建了一个明确的近似NASH均衡。
We study a mean field game problem arising from the production control for multiple firms with price stickiness in the commodity market. The price dynamics for each firm is described as a (controlled) jump-diffusion process with mean-field interaction. Each firm aims to maximize her expectation of cumulative net profit coupled with each other through price processes. By solving the limiting control problem and a fixed-point problem, we construct an explicit approximating Nash equilibrium when the number of firms grows large.
