activity
20172026
collaborators

6 papers

math.OC2026

Integral equations for the optimal boundary surface of a mean-field game of capacity expansion

Tiziano De Angelis, Giulia Livieri, Maddalena Ghio

We prove that the optimal boundary surface that splits the action and inaction regions in a mean-field game of capacity expansion studied in (Campi et al.,\ Ann.\ Appl.\ Probab.,\…

math.OC2021

-player games and mean field games of moderate interactions

Franco Flandoli, Maddalena Ghio, Giulia Livieri

We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides…

math.PR2020

Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls

Luciano Campi, Tiziano De Angelis, Maddalena Ghio +1

We study Nash equilibria for a sequence of symmetric -player stochastic games of finite-fuel capacity expansion with singular controls and their mean-field game (MFG) counterpar…

quant-ph2020

Kelly Betting with Quantum Payoff: a continuous variable approach

Salvatore Tirone, Maddalena Ghio, Giulia Livieri +2

The main purpose of this study is to introduce a semi-classical model describing betting scenarios in which, at variance with conventional approaches, the payoff of the gambler is…

math.PR2019

-player games and mean-field games with smooth dependence on past absorptions

Luciano Campi, Maddalena Ghio, Giulia Livieri

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differe…

quant-ph2017

Multipartite entanglement detection for hypergraph states

Maddalena Ghio, Daniele Malpetti, Matteo Rossi +2

We study the entanglement properties of quantum hypergraph states of qubits, focusing on multipartite entanglement. We compute multipartite entanglement for hypergraph states w…