3 papers
math.AP2024
A second-order Mean Field Games model with controlled diffusion
Vincenzo Ignazio, Michele Ricciardi
Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control…
math.AP2020
Nonlocal Bertrand and Cournot Mean Field Games with General Nonlinear Demand Schedule
P. Jameson Graber, Vincenzo Ignazio, Ariel Neufeld
In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Indi…
math.OC2019
Viscosity solutions for controlled McKean--Vlasov jump-diffusions
Matteo Burzoni, Vincenzo Ignazio, A. Max Reppen +1
We study a class of non linear integro-differential equations on the Wasserstein space related to the optimal control of McKean--Vlasov jump-diffusions. We develop an intrinsic not…