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researcher

L. Campi

27 papers hereh-index 191k citations61 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author14
  • middle author8
  • last author4

Across the 26 of 27 papers where every author was matched, so the position is known.

fields
  • math.PR13
  • math.OC6
  • q-fin.MF4
  • cs.LG1
  • math.NA1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

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 2022Show all

1 paper · 1 filter

math.OC2022★ 1 cited

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 N-player games based on the notion of correlated equilibrium. We give a defini…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.