4 papers
The Mean-Field Limit of Online Stochastic Vector Balancing
Christian Fiedler, Joe Jackson, Daniel Lacker +1
We study an online vector balancing problem, in which independent Gaussian random vectors , each of dimension…
Mean field control with stopping
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and c…
Quantitative convergence for displacement monotone Mean Field Games of control
Joe Jackson, Alpár R. Mészáros
In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Gam…
A non-asymptotic approach to stochastic differential games with many players under semi-monotonicity
Marco Cirant, Joe Jackson, Davide Francesco Redaelli
We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show tha…