activity
20062023
most citedLarge deviation properties of weakly interacting processes via weak convergence methods

107 citations · 285 across the 15 of their papers we have counts for

collaborators

21 papers

math.PR2023

Coarse correlated equilibria for continuous time mean field games in open loop strategies

Luciano Campi, Federico Cannerozzi, Markus Fischer

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correl…

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

math.OC2022

A unifying framework for submodular mean field games

Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field…

math.OC2021

An algorithm to construct subsolutions of convex optimal control problems

Gianmarco Bet, Markus Fischer

We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman op…

math.OC2020

Correlated equilibria and mean field games: a simple model

Luciano Campi, Markus Fischer

In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean fi…

math.OC2019★ 2 cited

Submodular Mean Field Games: Existence and Approximation of Solutions

Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1

We study mean field games with scalar It{ô}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity…