We study stationary mean field games with singular controls in which the representative
player interacts with a long-time weighted average of the population through a discounted …

In this paper we formulate and analyze an N-player stochastic game of the classical fuel
follower problem and its mean field game (MFG) counterpart. For the N-player game, we …

In this paper we establish a new connection between a class of two-player nonzero-sum
games of optimal stopping and certain two-player nonzero-sum games of singular control …

In the game of investment in the common good, the free rider problem can delay the
stakeholders' actions in the form of a mixed strategy equilibrium. However, it has been …

We consider a class of N-player stochastic games of multidimensional singular control, in
which each player faces a minimization problem of monotone-follower type with submodular …

Applying the real options framework, this article investigates the investment decision of the
entrant given that an incumbent is already active. Both firms have an option to exit this …

We introduce a non-zero-sum game between a government and a legislative body to study
the optimal level of debt. Each player, with different time preferences, can intervene on the …

We consider a stochastic game of contribution to the common good in which the players
have continuous control over the degree of contribution, and we examine the gradualism …

We analyze a class of stochastic differential games of singular control, motivated by the
study of a dynamic model of interbank lending with benchmark rates. We describe Pareto …

We consider a resource extraction problem which extends the classical de Finetti problem
for a Wiener process to include the case when a competitor, who is equipped with the ability …