2 citations · 3 across the 3 of their papers we have counts for
3 papers
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise
Roxana Dumitrescu, Marcos Leutscher, Peter Tankov
We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To th…
Linear Programming Fictitious Play algorithm for Mean Field Games with optimal stopping and absorption
Roxana Dumitrescu, Marcos Leutscher, Peter Tankov
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and ab…
Control and optimal stopping Mean Field Games: a linear programming approach
Roxana Dumitrescu, Marcos Leutscher, Peter Tankov
We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and len…