Nicolas Garcia

MFGs of controlled intensity in discrete and cotninuous time
Date
Apr 20, 2024, 2:00 pm2:15 pm

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Event Description

Motivated by a cryptocurrency mining competition model,  we will discuss existence results for MFGs of conctorlled jump-process intensity with interactions via the controls, as well as equivalent discrete-time models. Relaxed controls and fixed point arguments will be the main techniques discussed to obtain the existence results.