Follow
Jodi Dianetti
Jodi Dianetti
PostDoc at the Center for Mathematical Economics, Bielefeld University
Verified email at uni-bielefeld.de - Homepage
Title
Cited by
Cited by
Year
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
222021
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
222020
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
182023
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
132023
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
62023
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs
J Dianetti
arXiv preprint arXiv:2212.12413, 2022
62022
Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)
J Dianetti, G Ferrari, I Tzouanas
arXiv preprint arXiv:2307.12012, 2023
22023
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
12024
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
The system can't perform the operation now. Try again later.
Articles 1–11