9 citations · 14 across the 4 of their papers we have counts for
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math.OC2019★ 9 cited
A Mean Field Games Model for Cryptocurrency Mining
Zongxi Li, A. Max Reppen, Ronnie Sircar
We propose a mean field game model to study the question of how centralization of reward and computational power occur in Bitcoin-like cryptocurrencies. Miners compete against each…
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…