19 citations · 92 across the 29 of their papers we have counts for
4 papers · 1 filter
A quadratic Mean Field Games model for the Langevin equation
Fabio Camilli
We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. A change of variables, introduced in [9]…
A policy iteration method for Mean Field Games
Simone Cacace, Fabio Camilli, Alessandro Goffi
The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and w…
Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
Fabio Camilli, Serikbolsyn Duisembay, Qing Tang
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fraction…
A Mean Field Games model for finite mixtures of Bernoulli and Categorical distributions
Laura Aquilanti, Simone Cacace, Fabio Camilli +1
Finite mixture models are an important tool in the statistical analysis of data, for example in data clustering. The optimal parameters of a mixture model are usually computed by m…