3 citations · 3 across the 3 of their papers we have counts for
3 papers
Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls
Luciano Campi, Tiziano De Angelis, Maddalena Ghio +1
We study Nash equilibria for a sequence of symmetric -player stochastic games of finite-fuel capacity expansion with singular controls and their mean-field game (MFG) counterpar…
Kelly Betting with Quantum Payoff: a continuous variable approach
Salvatore Tirone, Maddalena Ghio, Giulia Livieri +2
The main purpose of this study is to introduce a semi-classical model describing betting scenarios in which, at variance with conventional approaches, the payoff of the gambler is…
-player games and mean-field games with smooth dependence on past absorptions
Luciano Campi, Maddalena Ghio, Giulia Livieri
Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differe…