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math.OC2025
Competition among seaports through Mean Field Games and real-world data
Charles-Albert Lehalle, Giulia Livieri
This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG…
math.OC2022
Gaussian Agency problems with memory and Linear Contracts
Eduardo Abi Jaber, Stéphane Villeneuve
Can a principal still offer optimal dynamic contracts that are linear in end-of-period outcomes when the agent controls a process that exhibits memory? We provide a positive answer…