3 papers
math.PR2026
Bipolar Theorems for Sets of Non-negative Random Variables
Johannes Langner, Gregor Svindland
This paper assumes a robust, in general not dominated, probabilistic framework and provides necessary and sufficient conditions for a bipolar representation of subsets of the set o…
math.PR2026
P-Sensitive Functions and Localizations
Johannes Langner, Gregor Svindland
This paper assumes a robust stochastic model where a set of probability measures replaces the single probability measure of dominated models. We introduce and study $…
math.OC2024
Markov-Nash equilibria in mean-field games under model uncertainty
Johannes Langner, Ariel Neufeld, Kyunghyun Park
We propose and analyze a framework for mean-field Markov games under model uncertainty. In this framework, a state-measure flow describing the collective behavior of a population a…