3 papers
math.OC2026
Extended Graphon Mean-Field Games in Discrete Time
Hamed Amini, Zhongyuan Cao, Gökçe Dayanıklı +3
In this paper, we study games involving a continuum of heterogeneous players in the discrete-time setting with finite state spaces and continuous action spaces. We introduce a new…
math.PR2023
Maximal Martingale Wasserstein Inequality
Benjamin Jourdain, Kexin Shao
In this note, we complete the analysis of the Martingale Wasserstein Inequality started in arXiv:2011.11599 by checking that this inequality fails in dimension when the in…
math.PR2023
Non-decreasing martingale couplings
Benjamin Jourdain, Kexin Shao
For many examples of couples of probability measures on the real line in the convex order, we observe numerically that the Hobson and Neuberger martingale coupling, which m…