6 papers
Weak equilibria of a mean-field market model under asymmetric information
Alekos Cecchin, Markus Fischer, Claudio Fontana +1
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of…
A uniqueness result for finite-state mean field games with non-separable Hamiltonian
Alekos Cecchin, Luca Di Persio, Nicola Fraccarolo
We study a class of continuous-time mean field games on a finite state space with transition rates depending on the population distribution, leading to a non-separable Hamiltonian.…
Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations
Alekos Cecchin, Alessandro Goffi
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the g…
Convergence rate for Fluctuations of mean field interacting diffusion and application to 2D viscous Vortex model and Coulomb potential
Alekos Cecchin, Paul Nikolaev
For a system of mean field interacting diffusion on , the empirical measure converges to the solution of the Fokker-Planck equation. Refining this mean fi…
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
Alekos Cecchin, Samuel Daudin, Joe Jackson +1
We consider the convergence problem in the setting of mean field control with common noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence of t…
The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
Alekos Cecchin, Giovanni Conforti, Alain Durmus +1
This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contrib…