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math.PR2026
A new probabilistic approach for mean field games of optimal stopping
Andrea Cosso, Laura D'Andolfi, Roxana Dumitrescu
We propose a novel probabilistic formulation for optimal stopping mean field games (OS-MFGs) with randomized strategies. We characterize mean field equilibria through a new class o…
math.PR2026
Mean convergence rates for Gaussian-smoothed Wasserstein distances and classical Wasserstein distances
Andrea Cosso, Mattia Martini, Laura Perelli
We establish upper bounds for the expected -th power of the Gaussian-smoothed -Wasserstein distance between a probability measure and the corresponding empirical measure…
math.PR2024
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
Matteo Burzoni, Alekos Cecchin, Andrea Cosso
We provide a new version of the Tikhonov theorem for both two-scale forward systems and also two-scale forward-backward systems of stochastic differential equations, which also cov…