48 citations · 357 across the 28 of their papers we have counts for
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math.OC2021★ 5 cited
Nash equilibria for relative investors via no-arbitrage arguments
Nicole Bäuerle, Tamara Göll
Within a common arbitrage-free semimartingale financial market we consider the problem of determining all Nash equilibrium investment strategies for agents who try to maximize…
math.OC2021★ 14 cited
Mean Field Markov Decision Processes
Nicole Bäuerle
We consider mean-field control problems in discrete time with discounted reward, infinite time horizon and compact state and action space. The existence of optimal policies is show…