3 citations · 9 across the 15 of their papers we have counts for
Showing 2023 · math.PRShow all
2 papers · 2 filters
math.PR2023
Quantitative convergence for displacement monotone mean field games with controlled volatility
Joe Jackson, Ludovic Tangpi
We study the convergence problem for mean field games with common noise and controlled volatility. We adopt the strategy recently put forth by Laurière and the second author, using…
math.PR2023★ 3 cited
Approximately optimal distributed stochastic controls beyond the mean field setting
Joe Jackson, Daniel Lacker
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in…