4 papers
Optimal policies for environmental assets under spatial heterogeneity and global awareness
Emmanuelle Augeraud-Véron, Daria Ghilli, Fausto Gozzi +1
The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities ta…
A mean field game model with non-local spatial interactions and resources accumulation
Daria Ghilli, Fausto Gozzi, Giovanni Zanco
We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the p…
Linear quadratic Mean Field Games and Master Equations in Hilbert spaces with common noise
Daria Ghilli, Michele Ricciardi
We study linear-quadratic Mean Field Games with common noise in an infinite-dimensional Hilbert space. The state dynamics are driven by a possibly unbounded linear operator, and th…
Linear-Quadratic Mean Field Games in Hilbert spaces
Salvatore Federico, Fausto Gozzi, Daria Ghilli
This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the…