Proves quantitative homogenization rates for convex first-order Hamilton-Jacobi equations in the Wasserstein space, with O(sqrt(epsilon)) in general and sharp O(epsilon) in special cases.
Denseness of adapted processes among causal couplings
2 Pith papers cite this work. Polarity classification is still indexing.
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Introduces continuous-time finite-horizon mean field games with an option to buy information on a hidden state, connects the model to optimal control with discretionary stopping, gives an explicitly solvable example, and constructs approximate Nash equilibria for compatible N-player games.
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Quantitative homogenization of convex Hamilton-Jacobi equations in the Wasserstein space
Proves quantitative homogenization rates for convex first-order Hamilton-Jacobi equations in the Wasserstein space, with O(sqrt(epsilon)) in general and sharp O(epsilon) in special cases.
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Mean field games with option to buy information
Introduces continuous-time finite-horizon mean field games with an option to buy information on a hidden state, connects the model to optimal control with discretionary stopping, gives an explicitly solvable example, and constructs approximate Nash equilibria for compatible N-player games.