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pro vyhledávání: '"Cannerozzi, Federico"'
Autor:
Cannerozzi, Federico, Ferrari, Giorgio
We consider ergodic symmetric $N$-player and mean-field games of singular control in both cooperative and competitive settings. The state process dynamics of a representative player follow geometric Brownian motion, controlled additively through a no
Externí odkaz:
http://arxiv.org/abs/2404.15079
Coarse correlated equilibria (CCE) are a good alternative to Nash equilibria (NE), as they arise more naturally as outcomes of learning algorithms and they may exhibit higher payoffs than NE. CCEs include a device which allows players' strategies to
Externí odkaz:
http://arxiv.org/abs/2311.04162
In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse correlated
Externí odkaz:
http://arxiv.org/abs/2303.16728