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math.OC2023
Two sided ergodic singular control and mean field game for diffusions
Sören Christensen, Ernesto Mordecki, Facundo Oliú Eguren
In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- inc…
math.OC2014
A finite exact algorithm to solve a dice game
Fabián Crocce, Ernesto Mordecki
We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optim…