We introduce and analyze a new finite-difference scheme, relying on the theta-method, for
solving monotone second-order mean field games. These games consist of a coupled …

In an extended mean field game the vector field governing the flow of the population can be
different from that of the individual player at some mean field equilibrium. This new class …

We consider deterministic mean field games where the dynamics of a typical agent is non-
linear with respect to the state variable and affine with respect to the control variable …

We develop a theory of existence and uniqueness of solutions of MFG master equations
when the initial condition is Lipschitz continuous. Namely, we show that as long as the …

We propose and compare new global solution algorithms for continuous time
heterogeneous agent economies with aggregate shocks. First, we approximate the state …

We propose and compare new global solution algorithms for continuous time
heterogeneous agent economies with aggregate shocks. First, we approximate the agent …

We propose a new mean-field game model with two states to study synchronization
phenomena, and we provide a comprehensive characterization of stationary and dynamic …

This paper provides a mathematical study of the well-posedness of master equation on finite
state space involving terms modelling common noise. In this setting, the solution of the …

Mean field games (MFGs) approximate large-player, symmetric games through their
equilibrium concept, the mean field equilibrium (MFE), and their dynamics. In an MFG, a …

This thesis deals with the numerical analysis and methods for optimization problems and
potential games involving a large number of agents. We consider asymptotic models …