4 papers · 1 filter
The Master Equation in a Bounded Domain with Absorption
Luca Di Persio, Matteo Garbelli, Michele Ricciardi
We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game,…
Linear Quadratic Nash Systems and Master Equations in Hilbert Spaces
Daria Ghilli, Michele Ricciardi
This paper aims to develop a theory for linear-quadratic Nash systems and Master equations in possibly infinite-dimensional Hilbert spaces. As a first step and motivated by the rec…
Time Dependent First-Order Mean Field Games with Neumann Boundary Conditions
Diogo A. Gomes, Michele Ricciardi
The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the li…
A second-order Mean Field Games model with controlled diffusion
Vincenzo Ignazio, Michele Ricciardi
Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control…