Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments

arXiv:2507.00853 · math.OC, cs.SY, eess.SY, q-fin.MF · Submitted 2025-07-01 · Read on arXiv

math.OC, cs.SY, eess.SY, q-fin.MF

Submitted: 2025-07-01

Updated: 2026-09-17

Terminology

• Consistency — 19× in this paper · explained in 3 episodes
• Nash Equilibrium — 7× in this paper · explained in 2 episodes
• alpha — 5× in this paper · explained in 1 episode
• Core — 1× in this paper · explained in 2 episodes
• Reward Function — 1× in this paper · explained in 2 episodes
• Robustness — 1× in this paper · explained in 5 episodes

Sources

• Discrete-time Risk-sensitive Mean-field Games
• Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets

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