107 citations · 285 across the 15 of their papers we have counts for
12 papers · 1 filter
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…
McKean-Vlasov limit for interacting systems with simultaneous jumps
Luisa Andreis, Paolo Dai Pra, Markus Fischer
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove…
Probabilistic approach to finite state mean field games
Alekos Cecchin, Markus Fischer
We study mean field games and corresponding -player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As oppo…
-player games and mean field games with absorption
Luciano Campi, Markus Fischer
We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding -player games, the evolution of players' states is descr…
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes
Amarjit Budhiraja, Paul Dupuis, Markus Fischer +1
The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state w…
Limits of relative entropies associated with weakly interacting particle systems
Amarjit Budhiraja, Paul Dupuis, Markus Fischer +1
The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such sca…