2 papers
math.PR2025
Mean field games with common noise via Malliavin calculus
Ludovic Tangpi, Shichun Wang
We present a simpler proof of the existence of equilibria for a class of mean field games with common noise, where players interact through the conditional law given the current va…
math.OC2024
Pasting of Equilibria and Donsker-type Results for Mean Field Games
Jodi Dianetti, Max Nendel, Ludovic Tangpi +1
This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establi…