We consider an n-player symmetric stochastic game with weak interactions between the
players. Time is continuous, and the horizon and the number of states are finite. We show …

This paper is dedicated to the presentation and the analysis of a numerical scheme for
forward–backward SDEs of the McKean–Vlasov type, or equivalently for solutions to PDEs …

We provide an abstract framework for submodular mean field games and identify verifiable
sufficient conditions that allow us to prove the existence and approximation of strong mean …

We use the Markov chain approximation method to construct approximations for the solution
of the mean field game (MFG) with reflecting barriers studied in E. Bayraktar, A. Budhiraja …

We consider a stochastic tournament game in which each player is rewarded based on her
rank in terms of the completion time of her own task and is subject to cost of effort. When …

This paper studies a class of mean field games (MFGs) with singular controls of bounded
velocity. By relaxing the absolute continuity of the control process, it generalizes the MFG …

We consider a load balancing model where a Poisson stream of jobs arrive at a system of
many servers whose service time distribution possesses a finite second moment. A small …

In most service systems, the servers are humans who desire to experience a certain level of
idleness. In call centers, this manifests itself as the call avoidance behavior, where servers …

Stochastic processes play a pivotal role in modeling across various domains, including
finance, biology, queueing systems, and networks. This thesis delves into several theoretical …

This thesis studies various problems that arise in the study of Mean Field Games and Mean
Field Control. First we prove that a hypoelliptic MFG system with local-coupling is well …