2 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.PR2024
Coarse correlated equilibria for continuous time mean field games in open loop strategies
Luciano Campi, Federico Cannerozzi, Markus Fischer
In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correl…