2 citations · 7 across the 15 of their papers we have counts for
19 papers
A uniqueness result for finite-state mean field games with non-separable Hamiltonian
Alekos Cecchin, Luca Di Persio, Nicola Fraccarolo
We study a class of continuous-time mean field games on a finite state space with transition rates depending on the population distribution, leading to a non-separable Hamiltonian.…
Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations
Alekos Cecchin, Alessandro Goffi
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the g…
Convergence rate for Fluctuations of mean field interacting diffusion and application to 2D viscous Vortex model and Coulomb potential
Alekos Cecchin, Paul Nikolaev
For a system of mean field interacting diffusion on , the empirical measure converges to the solution of the Fokker-Planck equation. Refining this mean fiel…
Weak equilibria of a mean-field market model under asymmetric information
Alekos Cecchin, Markus Fischer, Claudio Fontana +1
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of…
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…
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
Alekos Cecchin, Samuel Daudin, Joe Jackson +1
We consider the convergence problem in the setting of mean field control with common noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence of t…
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
Matteo Burzoni, Alekos Cecchin, Andrea Cosso
We provide a new version of the Tikhonov theorem for both two-scale forward systems and also two-scale forward-backward systems of stochastic differential equations, which also cov…
A mean field model for the development of renewable capacities
Clémence Alasseur, Matteo Basei, Charles Bertucci +1
We propose a model based on a large number of small competitive producers of renewable energies, to study the effect of subsidies on the aggregate level of capacity, taking into ac…
Mean field games master equations: from discrete to continuous state space
Charles Bertucci, Alekos Cecchin
This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive d…
Weak solutions to the master equation of potential mean field games
Alekos Cecchin, François Delarue
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite…
Mean field control and finite dimensional approximation for regime-switching jump diffusions
Erhan Bayraktar, Alekos Cecchin, Prakash Chakraborty
We consider a jump-diffusion mean field control problem with regime switching in the state dynamics. The corresponding value function is characterized as the unique viscosity solut…
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…
Convergence, Fluctuations and Large Deviations for finite state Mean Field Games via the Master Equation
Alekos Cecchin, Guglielmo Pelino
We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a f…
Evolutionary game of coalition building under external pressure
Alekos Cecchin, Vassili N. Kolokoltsov
We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where small players can form coalitio…
Probabilistic approach to finite state mean field games
Alekos Cecchin, Markus Fischer
We study mean field games and corresponding -player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As oppo…