142 citations · 578 across the 26 of their papers we have counts for
29 papers
From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective
Rene Carmona, Gokce Dayanikli, Francois Delarue +1
Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative o…
An example driven introduction to probabilistic rough paths
Francois Delarue, William Salkeld
In these notes, we provide an introduction to a new regularity structure used for solving rough mean-field equations. The index set of this regularity structure is described a coll…
Finite state mean field games with Wright Fisher common noise as limits of -player weighted games
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1
Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the…
Selection by vanishing common noise for potential finite state mean field games
Alekos Cecchin, François Delarue
The goal of this paper is to provide a selection principle for potential mean field games on a finite state space and, in this respect, to show that equilibria that do not minimize…
Finite state Mean Field Games with Wright-Fisher common noise
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1
We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate pa…
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
Francois Delarue, Sergey Nadtochiy, Mykhaylo Shkolnikov
We consider the supercooled Stefan problem, which captures the freezing of a supercooled liquid, in one space dimension. A probabilistic reformulation of the problem allows to defi…