30 citations · 30 across the 4 of their papers we have counts for
4 papers
Integral equations for the optimal boundary surface of a mean-field game of capacity expansion
Tiziano De Angelis, Giulia Livieri, Maddalena Ghio
We prove that the optimal boundary surface that splits the action and inaction regions in a mean-field game of capacity expansion studied in (Campi et al.,\ Ann.\ Appl.\ Probab.,\…
Competition among seaports through Mean Field Games and real-world data
Charles-Albert Lehalle, Giulia Livieri
This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG…
One-Shot Learning of Stochastic Differential Equations with Data Adapted Kernels
Matthieu Darcy, Boumediene Hamzi, Giulia Livieri +2
We consider the problem of learning Stochastic Differential Equations of the form from one sample trajectory. This problem is more challenging than le…
Affine Volterra processes with jumps
Alessandro Bondi, Giulia Livieri, Sergio Pulido
The theory of affine processes has been recently extended to the framework of stochastic Volterra equations with continuous trajectories. These so-called affine Volterra processes…