39 citations · 62 across the 18 of their papers we have counts for
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q-fin.MF2020
An Impulse-Regime Switching Game Model of Vertical Competition
René Aïd, Luciano Campi, Liangchen Li +1
We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative up…
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…
math.OC2020
Correlated equilibria and mean field games: a simple model
Luciano Campi, Markus Fischer
In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean fi…