30 citations · 33 across the 6 of their papers we have counts for
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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★ 3 cited
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…