1 citations · 2 across the 5 of their papers we have counts for
5 papers
Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
Burak Büke, Goncalo dos Reis, Vadim Platonov
In most service systems, the servers are humans who desire to experience a certain level of idleness. In call centers, this manifests itself as the call avoidance behavior, where s…
On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows
Goncalo dos Reis, Vadim Platonov
In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term inv…
Forward utility and market adjustments in relative investment-consumption games of many players
Goncalo dos Reis, Vadim Platonov
We study a portfolio management problem featuring many-player and mean field competition, investment and consumption, and relative performance concerns under the forward performanc…
Forward utilities and Mean-field games under relative performance concerns
Goncalo dos Reis, Vadim Platonov
We introduce the concept of mean field games for agents using Forward utilities of CARA type to study a family of portfolio management problems under relative performance concerns.…
Ito-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
Goncalo dos Reis, Vadim Platonov
We present several Ito-Wentzell formulae on Wiener spaces for real-valued functional random field of Ito type that depend on measure flows. We distinguish the full- and the margina…