Mean-field game equilibrium calibrated to historical de-pegs attributes most peg recovery to primary-market arbitrage and identifies a nonlinear stress threshold for slow recovery.
Reinforce- ment learning in non-stationary discrete-time linear-quadratic mean-field games
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Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
Mean-field game equilibrium calibrated to historical de-pegs attributes most peg recovery to primary-market arbitrage and identifies a nonlinear stress threshold for slow recovery.