Mao Fabrice Djete

activity

20192026

most citedLarge population games with interactions through controls and common noise: convergence results and equivalence between

o p e n

l oo p

and

c l ose d

l oo p

controls

15 citations · 27 across the 14 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

math.PR2021★ 15 cited

Large population games with interactions through controls and common noise: convergence results and equivalence between $o p e n$ -- $l oo p$ and $c l ose d$ -- $l oo p$ controls

Mao Fabrice Djete

In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics de…

math.OC2021★ 2 cited

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 $N -$ agent model. The induced m…

Large population games with interactions through controls and common noise: convergence results and equivalence between open--loop and closed--loop controls

Mean Field Game of Mutual Holding

Large population games with interactions through controls and common noise: convergence results and equivalence between $o p e n$ -- $l oo p$ and $c l ose d$ -- $l oo p$ controls