3 papers
math.OC2025
A semi-Lagrangian method for solving state constraint Mean Field Games in Macroeconomics
Fabio Camilli, Qing Tang, Yong-shen Zhou
We study continuous-time heterogeneous agent models cast as Mean Field Games, in the Aiyagari-Bewley-Huggett framework. The model couples a Hamilton-Jacobi-Bellman equation for ind…
math.AP2025
Li-Yau inequality and related properties on metric star graphs
Fabio Camilli
We prove a Li-Yau gradient estimate for positive solutions to the heat equation defined on a metric star graph $\mG$ given by the heat kernel formula. As consequence, we derive a H…
math.OC2024
A note on first order quasi-stationary Mean Field Games
Fabio Camilli, Claudio Marchi, Cristian Mendico
Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-orde…