3 papers
math.OC2026
Stationary Mean-Field Games of Singular Control under Knightian Uncertainty
Giorgio Ferrari, Ioannis Tzouanas
In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an Itô diffu…
math.OC2026
Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning
Luciano Campi, Federico Cannerozzi, Ioannis Tzouanas
We introduce optimal coarse correlated equilibria for continuous-time mean field games. A coarse correlated equilibrium is a randomized recommendation scheme from which no player c…
math.OC2024
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…