39 citations · 62 across the 18 of their papers we have counts for
13 papers · 1 filter
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…
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…
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…
Nonzero-sum stochastic differential games between an impulse controller and a stopper
Luciano Campi, Davide De Santis
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any ti…
-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…
-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
Chiara Benazzoli, Luciano Campi, Luca Di Persio
We consider a symmetric -player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expe…