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math.OC2019★ 2 cited
Submodular Mean Field Games: Existence and Approximation of Solutions
Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1
We study mean field games with scalar It{ô}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity…
math.OC2019
Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
Jodi Dianetti, Giorgio Ferrari
We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular…