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20082026
most citedA probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation

39 citations · 62 across the 18 of their papers we have counts for

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math.OC2026

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…

math.OC2026

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…