107 citations · 285 across the 15 of their papers we have counts for
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math.AP2017
On non-uniqueness and uniqueness of solutions in finite-horizon mean field games
Martino Bardi, Markus Fischer
This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T lar…
math.PR2017
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…
math.PR2017
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…