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Erscheinungsjahr: 
2025
Schriftenreihe/Nr.: 
Center for Mathematical Economics Working Papers No. 751
Verlag: 
Bielefeld University, Center for Mathematical Economics (IMW), Bielefeld
Zusammenfassung: 
We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by a countable partition, we show that a strong randomized mean-field equilibrium exists, in which the mean-field interaction term is adapted to the common noise and the stopping time is randomized. Furthermore, under suitable monotonicity assumptions and for a general common noise, we provide a comparative statics analysis of the set of strong mean-field equilibria with strict equilibrium stopping times.
Schlagwörter: 
mean-field game of optimal stopping
randomized stopping time
common noise
Bank-El Karoui's representation theorem
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