1. Stationary Mean-Field Games of Singular Control under Knightian Uncertainty
   2025/05/13 by Ferrari, Giorgio, Tzouanas, Ioannis · 1 citation
   #35R35 #49L20 #60J70 #91A07 #91A15 #91A16 #91A26 #9J15 #FOS: Mathematics #Optimization and Control (math.OC)
2. A model of strategic sustainable investment
   2024/12/01 by De Angelis, Tiziano, Rodrigues, Caio César Graciani, Tankov, Peter · 1 citation
   #49N90 #65K15 #91A15 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
3. Bayesian Distributionally Robust Nash Equilibrium and Its Application
   2024/10/27 by Jian Liu, Zheng Su, Liu, Jian +3 · 2 citations
   Economics, Econometrics and Finance · #90C31 #91A06 #91A10 #91A15 #91A27 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC)
4. Strategic Irreversible Investment
   2024/10/23 by Steg, Jan-Henrik · 1 citation
   #91A15 #91A25 (Primary) 49L20 (Secondary) #FOS: Economics and business #FOS: Mathematics #General Finance (q-fin.GN) #Optimization and Control (math.OC) #Theoretical Economics (econ.TH)
5. Convergence of Decentralized Actor-Critic Algorithm in General-sum Markov Games
   2024/09/06 by Chinmay Maheshwari, Maheshwari, Chinmay, Manxi Wu +3 · 1 citation
   Computer Science · #37N40 #91A06 #91A10 #91A14 #91A15 #91A20 #91A40 #91A50 #93E03 #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Multiagent Systems (cs.MA) #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
6. Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
   2024/06/04 by Sun, Jingrui, Yong, Jiongmin · 2 citations
   #49N10 #49N70 #91A05 #91A15 #FOS: Mathematics #Optimization and Control (math.OC)
7. Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces
   2024/05/30 by Tao Yuan, Tao, Yuan, Huifu Xu +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #90C31 #91A06 #91A10 #91A15 #91A27 #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Game Theory and Voting Systems #Optimization and Control (math.OC)
8. Cooperation, Correlation and Competition in Ergodic N-player Games and Mean-field Games of Singular Controls: A Case Study
   2024/04/23 by Cannerozzi, Federico, Ferrari, Giorgio · 2 citations
   #49N80 #91A11 #91A15 #91A16 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
9. Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
   2024/02/12 by Dianetti, Jodi, Riedel, Frank, Stanca, Lorenzo · 1 citation
   #60H10 #60H30 #91A15 #91A30 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
10. From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective
    2023/12/16 by Carmona, Rene, Dayanikli, Gokce, Delarue, Francois +1 · 2 citations
    #49N80 #49N90 #91A07 #91A10 #91A12 #91A15 #91A16 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
11. Nash equilibria for dividend distribution with competition
    2023/12/12 by Tiziano De Angelis, De Angelis, Tiziano, Fabien Gensbittel +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #35R35 #60J60 #91A15 #91G50 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Game Theory and Applications #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
12. Relative Arbitrage Opportunities in an Extended Mean Field System
    2023/11/05 by Nicole Tianjiao Yang, Tomoyuki Ichiba, Yang, Nicole Tianjiao +1 · 2 citations
    Economics, Econometrics and Finance · #60H10 #91A15 #91G10 #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications
13. Towards An Analytical Framework for Dynamic Potential Games
    2023/10/03 by Xin Guo, Yufei Zhang, Guo, Xin +1 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #91A06 #91A14 #91A15 #Computer Science and Game Theory (cs.GT) #Economic theories and models #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC) #Probability (math.PR)
14. Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version)
    2023/07/22 by Dianetti, Jodi, Ferrari, Giorgio, Tzouanas, Ioannis · 2 citations
    #35R35 #49L20 #60G40 #91A15 #91A16 #93C30 #FOS: Mathematics #Optimization and Control (math.OC)
15. Linear-quadratic-singular stochastic differential games and applications
    2023/04/18 by Dianetti, Jodi · 1 citation
    #49N70 #60H10 #91A15 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
16. Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
    2023/03/14 by Li, Zixuan, Shi, Jingtao · 1 citation
    #49N70 #91A15 #91A23 #91A65 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
17. A Machine Learning Method for Stackelberg Mean Field Games
    2023/02/21 by Dayanikli, Gokce, Lauriere, Mathieu · 3 citations
    #49N90 #62M45 #91A13 #91A15 #FOS: Mathematics #Optimization and Control (math.OC)
18. Equilibrium in Two-Player Stochastic Games with Shift-Invariant Payoffs
    2022/03/28 by Flesch, János, Solan, Eilon · 1 citation
    #91A05 #91A15 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
19. Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
    2022/02/16 by Bayraktar, Erhan, Wu, Ruoyu, Zhang, Xin · 3 citations
    #49N80 #60F25 #91A06 #91A15 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
20. Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes
    2022/01/19 by Bayraktar, Erhan, Wang, Zhenhua, Zhou, Zhou · 2 citations
    #60G40 #91A15 #91G80 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
21. Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
    2022/01/11 by Ghosh, Mrinal K., Golui, Subrata, Pal, Chandan +1 · 1 citation
    #91A15 #91A25 #FOS: Mathematics #Optimization and Control (math.OC)
22. A McKean-Vlasov game of commodity production, consumption and trading
    2021/11/08 by Aïd, René, Bonesini, Ofelia, Callegaro, Giorgia +1 · 1 citation
    #49N10 #91A15 #91G30 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
23. Mean field games with absorption and common noise with a model of bank run
    2021/07/01 by Burzoni, Matteo, Campi, Luciano · 2 citations
    #49N90 #91A06 #91A15 #FOS: Mathematics #Probability (math.PR)
24. Mertens conjectures in absorbing games with incomplete information
    2021/06/17 by Ziliotto, Bruno · 1 citation
    #60G42 #91A15 #FOS: Mathematics #Optimization and Control (math.OC)
25. The noncompact Schauder fixed point theorem in random normed modules and its applications
    2021/04/22 by Guo, Tiexin, Wang, Yachao, Xu, Hong-kun +2 · 2 citations
    #46A50 #46H25 #47H10 #54H25 #91A15 #FOS: Mathematics #Functional Analysis (math.FA)
26. Equilibrium Price Formation with a Major Player and its Mean Field Limit
    2021/02/22 by Fujii, Masaaki, Takahashi, Akihiko · 3 citations
    #91A15 #91A16 #FOS: Economics and business #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)
27. Reward Design in Risk-Taking Contests
    2021/02/05 by Nutz, Marcel, Zhang, Yuchong · 1 citation
    #91A15 #91A55 #91A65 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
28. Time-dependent tug-of-war games and normalized parabolic p-Laplace equations
    2020/11/11 by Han, Jeongmin · 1 citation
    #35K20 #35K92 #91A15 #Analysis of PDEs (math.AP) #FOS: Mathematics
29. Linear-Quadratic Stochastic Differential Games on Random Directed Networks
    2020/11/05 by Feng, Yichen, Fouque, Jean-Pierre, Ichiba, Tomoyuki · 1 citation
    #60H30 #91A15 #FOS: Mathematics #Probability (math.PR)
30. Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls
    2020/06/03 by Luciano Campi, Campi, Luciano, Tiziano De Angelis +5 · 2 citations
    Economics, Econometrics and Finance · Physics and Astronomy · #35R35 #60G40 #91A15 #91A16 #93E20 #Advanced Thermodynamics and Statistical Mechanics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications

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