4 citations · 5 across the 3 of their papers we have counts for
4 papers
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…
Existence, Duality, and Cyclical monotonicity for weak transport costs
Julio Backhoff Veraguas, Mathias Beiglboeck, Gudmund Pammer
The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, a…
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…
Fundamental Properties of Process Distances
Julio Backhoff Veraguas, Mathias Beiglböck, Manu Eder +1
Information is an inherent component of stochastic processes and to measure the distance between different stochastic processes it is not sufficient to consider the distance betwee…