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math.OC2026
Fast and slow mean-field games
Roxana Dumitrescu, Julian Gutierrez Pineda, Peter Tankov
We propose a framework for constructing approximate Nash equilibria in mean-field games (MFG) with common noise based on a two-time-scale structure. In our model, the common noise…
math.OC2023
A mean-field game model of electricity market dynamics
Alicia Bassière, Roxana Dumitrescu, Peter Tankov
We develop a model for the long-term dynamics of electricity market, based on mean-field games of optimal stopping. Our paper extends the recent contribution [Aïd, René, Roxana Dum…