activity
20122023
most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations · 35 across the 16 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

math.PR2023

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria

Hamed Amini, Zhongyuan Cao, Agnès Sulem

We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game mode…

math.PR2023

Ruin Probabilities for Risk Processes in Stochastic Networks

Hamed Amini, Zhongyuan Cao, Andreea Minca +1

We study multidimensional Cramér-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the p…