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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…