2 citations · 7 across the 15 of their papers we have counts for
10 papers · 1 filter
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.…
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 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 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…
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…
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…