5 papers · 1 filter
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…
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 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…