15 citations · 27 across the 14 of their papers we have counts for
7 papers · 1 filter
Non--exchangeable mean field games with moderate interactions and common noise
Mao Fabrice Djete
We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary intera…
A non-exchangeable mean field control problem with controlled interactions
Mao Fabrice Djete
This paper introduces and analyzes a new class of mean-field control (\textsc{MFC}) problems in which agents interact through a \emph{fixed but controllable} network structure. In…
Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent
Mao Fabrice Djete
In this paper, we address three Principal--Agent problems in a moral hazard context and show that they are connected. We start by studying the problem of Principal with multiple Ag…
Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition
Mao Fabrice Djete
In a situation of moral hazard, this paper investigates the problem of Principal with Agents when the number of Agents goes to infinity. There is competition between the Ag…
Mean Field Game of Mutual Holding
Mao Fabrice Djete, Nizar Touzi
We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding agent model. The induced m…
McKean-Vlasov optimal control: limit theory and equivalence between different formulations
Fabrice Mao Djete, Dylan Possamaï, Xiaolu Tan
We study a McKean-Vlasov optimal control problem with common noise, in order to establish the corresponding limit theory, as well as the equivalence between different formulations,…
McKean-Vlasov optimal control: the dynamic programming principle
Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan
We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian for…