Giulia Livieri

most citedKelly Betting with Quantum Payoff: a continuous variable approach

3 citations · 3 across the 3 of their papers we have counts for

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2 papers · 1 filter

math.PR2020

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 $N$ -player stochastic games of finite-fuel capacity expansion with singular controls and their mean-field game (MFG) counterpar…

math.PR2019

$N$ -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…

Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls

N-player games and mean-field games with smooth dependence on past absorptions

$N$ -player games and mean-field games with smooth dependence on past absorptions