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math.OC2025
A semi-Lagrangian method for solving state constraint Mean Field Games in Macroeconomics
Fabio Camilli, Qing Tang, Yong-shen Zhou
We study continuous-time heterogeneous agent models cast as Mean Field Games, in the Aiyagari-Bewley-Huggett framework. The model couples a Hamilton-Jacobi-Bellman equation for ind…
math.OC2024
Learning equilibria in Cournot mean field games of controls
Fabio Camilli, Mathieu Laurière, Qing Tang
We consider Cournot mean field games of controls, a model originally developed for the production of an exhaustible resource by a continuum of producers. We prove uniqueness of the…