2 papers
math.OC2026
Mean-field games of speedy information access with observation costs
Dirk Becherer, Christoph Reisinger, Jonathan Tam
We investigate mean-field games (MFG) in which agents actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations…
math.OC2026
Common Noise by Random Measures: Constructing Mean-Field Equilibria for Competitive Investment and Hedging
Dirk Becherer, Stefanie Hesse
We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common…