2 papers
math.OC2020
Cournot-Nash equilibrium and optimal transport in a dynamic setting
Beatrice Acciaio, Julio Backhoff-Veraguas, Junchao Jia
We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions…
math.OC2018
Extended Mean Field Control Problems: stochastic maximum principle and transport perspective
Beatrice Acciaio, Julio Backhoff-Veraguas, Rene Carmona
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. W…