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math.OC2026
The microstructure of information through mean field learning interaction
Panagiotis E. Souganidis, Renyuan Xu, Thaleia Zariphopoulou
We study how knowledge about partially observable model parameters is being created and propagated in large scale systems. Information is generated from observational signals whose…
math.OC2026
On the optimal portfolio problem with partial information and related mean field games with relative performance criteria
Panagiotis Souganidis, Thaleia Zariphopoulou
We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach t…