3 papers
math.OC2026
Mean field games with terminal state constraints
Luciano Campi, Luca Di Persio, Viktorya Vardanyan
We study a mean field game (MFG) of state and control with state dynamics described by stochastic differential equations driven by both idiosyncratic and common noise, and subject…
math.PR2025
Gibbs measure over the cone of vector-valued discrete measures
Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan
We consider a gas whose each particle is characterised by a pair with the position and the velocity .…
math.PR2022
Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients
Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicati…