2 papers
q-fin.MF2025
Heterogenous Macro-Finance Model: A Mean-field Game Approach
Hoang Vu, Tomoyuki Ichiba
We investigate the full dynamics of capital allocation and wealth distribution of heterogeneous agents in a frictional economy during booms and busts using tools from mean-field ga…
math.PR2024
Rank-based stochastic differential inclusions and diffusion limits for a load balancing model
Rami Atar, Tomoyuki Ichiba
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream…