6 papers
The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
Alekos Cecchin, Giovanni Conforti, Alain Durmus +1
This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contrib…
Finite state mean field games with Wright Fisher common noise as limits of -player weighted games
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1
Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the…
Finite state N-agent and mean field control problems
Alekos Cecchin
We examine mean field control problems on a finite state space, in continuous time and over a finite time horizon. We characterize the value function of the mean field control prob…
Selection by vanishing common noise for potential finite state mean field games
Alekos Cecchin, François Delarue
The goal of this paper is to provide a selection principle for potential mean field games on a finite state space and, in this respect, to show that equilibria that do not minimize…
Finite state Mean Field Games with Wright-Fisher common noise
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1
We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate pa…
On the convergence problem in Mean Field Games: a two state model without uniqueness
Alekos Cecchin, Paolo Dai Pra, Markus Fischer +1
We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game so…