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math.AP2024
Short-time existence and uniqueness for some infinite-dimensional Nash systems
Davide Francesco Redaelli
We prove local (in time) existence and uniqueness for a class of infinite-dimensional Nash systems, namely systems of infinitely many Hamilton-Jacobi-Bellman equations set in an in…
math.OC2024
Some remarks on Linear-quadratic closed-loop games with many players
Marco Cirant, Davide Francesco Redaelli
We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number…