39 citations · 62 across the 18 of their papers we have counts for
27 papers
Trembling-Hand Perfection in Mean Field Games
Luciano Campi, Luca Di Persio, Lucrezia Zorzi
We introduce an admissible trembling-hand refinement for stochastic mean field games formulated through relaxed controlled martingale problems. A relaxed MFG equilibrium is perfect…
Mean field games with terminal state constraints
Luciano Campi, Luca Di Persio, Viktorya Vardanyan
We study a mean field game (MFG) of state and control with state dynamics described by stochastic differential equations driven by both idiosyncratic and common noise, and subject…
Coarse correlated equilibria for continuous time mean field games in open loop strategies
Luciano Campi, Federico Cannerozzi, Markus Fischer
In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correl…
Correlated equilibria for mean field games with progressive strategies
Ofelia Bonesini, Luciano Campi, Markus Fischer
In a discrete space and time framework, we study the mean field game limit for a class of symmetric -player games based on the notion of correlated equilibrium. We give a defini…
A McKean-Vlasov game of commodity production, consumption and trading
René Aïd, Ofelia Bonesini, Giorgia Callegaro +1
We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the co…
Mean field games with absorption and common noise with a model of bank run
Matteo Burzoni, Luciano Campi
We consider a mean field game describing the limit of a stochastic differential game of -players whose state dynamics are subject to idiosyncratic and common noise and that can…