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20192026
most citedStationary Discounted and Ergodic Mean Field Games of Singular Control

8 citations · 11 across the 15 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

math.OC2023★ 1 cited

Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version)

Jodi Dianetti, Giorgio Ferrari, Ioannis Tzouanas

This paper studies a class of stationary mean-field games of singular stochastic control with regime-switching. The representative agent adjusts the dynamics of a Markov-modulated…

math.OC2023

Linear-quadratic-singular stochastic differential games and applications

Jodi Dianetti

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential…