2 papers
math.OC2026
Mean-field games with unbounded controls: a weak formulation approach to global solutions
Ulrich Horst, Takashi Sato
We establish an existence of equilibrium result for a class of non-Markovian mean-field games with unbounded control space in weak formulation. Our result is based on new existence…
math.OC2024
Extended mean-field games with multi-dimensional singular controls and non-linear jump impact
Robert Denkert, Ulrich Horst
We establish a probabilistic framework for analysing extended mean-field games with multi-dimensional singular controls and state-dependent jump dynamics and costs. Two key challen…