2 papers
math.OC2026
Mean field games with option to buy information
Bernardo D'Auria, Markus Fischer
We introduce a class of continuous time finite horizon mean field games where the objective function of the representative player depends on a hidden state, in addition to position…
math.PR2026
Weak equilibria of a mean-field market model under asymmetric information
Alekos Cecchin, Markus Fischer, Claudio Fontana +1
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of…