L. Campi

activity

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

collaborators

Showing 2019 · math.PRShow all

2 papers · 2 filters

math.PR2019

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…

math.PR2019

$N$ -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…

Nonzero-sum stochastic differential games between an impulse controller and a stopper

N-player games and mean-field games with smooth dependence on past absorptions

$N$ -player games and mean-field games with smooth dependence on past absorptions