1 citations · 1 across the 9 of their papers we have counts for
11 papers
Linear quadratic Mean Field Games and Master Equations in Hilbert spaces with common noise
Daria Ghilli, Michele Ricciardi
We study linear-quadratic Mean Field Games with common noise in an infinite-dimensional Hilbert space. The state dynamics are driven by a possibly unbounded linear operator, and th…
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…
Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models
Michele Ricciardi, Mauro Rosestolato
We consider a class of optimal control problems that arise in connection with optimal advertising under uncertainty. Two main features appear in the model: a delay in the control v…
Ergodic Problems for Second-Order Mean Field Games with State Constraints
Alessio Porretta, Michele Ricciardi
We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the…
Time Dependent First-Order Mean Field Games with Neumann Boundary Conditions
Diogo A. Gomes, Michele Ricciardi
The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the li…
Forward-Forward Mean Field Games in mathematical modeling with application to opinion formation and voting models
Adriano Festa, Simone Gottlich, Michele Ricciardi
While the general theory for the terminal-initial value problem in mean-field games is widely used in many models of applied mathematics, the modeling potential of the correspondin…
The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
Michele Ricciardi
In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the gene…
The Master Equation in a Bounded Domain with Absorption
Luca Di Persio, Matteo Garbelli, Michele Ricciardi
We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game,…
Random Time Dynamical Systems
R. Capuani, L. Di Persio, Y. Kondratiev +2
In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time…
The Master Equation in a Bounded Domain with Neumann Conditions
Michele Ricciardi
In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related t…
Mean field games under invariance conditions for the state space
Alessio Porretta, Michele Ricciardi
We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze se…