40 citations · 45 across the 8 of their papers we have counts for
9 papers
Generalized differentiation in Wasserstein space and application to multiagent control problem
Rossana Capuani, Antonio Marigonda, Marc Quincampoix
Several concepts of generalized differentiation in Wasserstein space have been proposed in order to deal with the intrinsic nonsmoothness arising in the context of optimization pro…
A zero-sum differential game for two opponent masses
Fabio Bagagiolo, Rossana Capuani, Luciano Marzufero
We investigate an infinite dimensional partial differential equation of Isaacs' type, which arises from a zero-sum differential game between two masses. The evolution of the two ma…
A single player and a mass of agents: a pursuit evasion-like game
Fabio Bagagiolo, Rossana Capuani, Luciano Marzufero
We study a finite-horizon differential game of pursuit-evasion like, between a single player and a mass of agents. The player and the mass directly control their own evolution, whi…
Random Time Dynamical Systems
R. Capuani, L. Di Persio, Y. Kondratiev +2
In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time…
Metric entropy for functions of bounded total generalized variation
Rossana Capuani, Prerona Dutta, Khai T. Nguyen
We establish a sharp estimate for a minimal number of binary digits (bits) needed to represent all bounded total generalized variation functions taking values in a general totally…
A model of debt with bankruptcy risk and currency devaluation
Rossana Capuani, Steven Gilmore, Khai T. Nguyen
The paper studies a system of Hamilton-Jacobi equations, arising from a stochastic optimal debt management problem in an infinite time horizon with exponential discount, modeled as…
Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system
Piermarco Cannarsa, Rossana Capuani, Pierre Cardaliaguet
Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meani…
-smoothness of constrained solutions in the calculus of variations with application to mean field games
Piermarco Cannarsa, Rossana Capuani, Pierre Cardaliaguet
We derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical prob…
Existence and uniqueness for Mean Field Games with state constraints
Piermarco Cannarsa, Rossana Capuani
In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced a…