Submodular mean field games: Existence and approximation of solutions J Dianetti, G Ferrari, M Fischer, M Nendel The Annals of Applied Probability 31 (6), 2538-2566, 2021 | 22 | 2021 |
Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria J Dianetti, G Ferrari SIAM Journal on Control and Optimization 58 (3), 1257-1288, 2020 | 22 | 2020 |
Stationary discounted and ergodic mean field games with singular controls H Cao, J Dianetti, G Ferrari Mathematics of Operations Research 48 (4), 1871-1898, 2023 | 18 | 2023 |
A unifying framework for submodular mean field games J Dianetti, G Ferrari, M Fischer, M Nendel Mathematics of Operations Research 48 (3), 1679-1710, 2023 | 13 | 2023 |
Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls J Dianetti, G Ferrari Stochastic Processes and their Applications 162, 547-592, 2023 | 6 | 2023 |
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs J Dianetti arXiv preprint arXiv:2212.12413, 2022 | 6 | 2022 |
Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version) J Dianetti, G Ferrari, I Tzouanas arXiv preprint arXiv:2307.12012, 2023 | 2 | 2023 |
Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities J Dianetti, S Federico, G Ferrari, G Floccari arXiv preprint arXiv:2401.17034, 2024 | 1 | 2024 |
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility J Dianetti, F Riedel, L Stanca arXiv preprint arXiv:2402.07698, 2024 | | 2024 |
Linear-quadratic-singular stochastic differential games and applications J Dianetti Decisions in Economics and Finance, 2023 | | 2023 |
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games J Dianetti | | 2022 |