We propose a single-level numerical approach to solve Stackelberg mean field game (MFG)
problems. In the Stackelberg MFG, an infinite population of agents plays a noncooperative …

This work considers stochastic differential games with a large number of players, whose
costs and dynamics interact through the empirical distribution of both their states and their …

We consider the issue of a market maker acting at the same time in the lit and dark pools of
an exchange. The exchange wishes to establish a suitable make–take fee policy to attract …

This paper develops a theory of propagation of chaos for a system of weakly interacting
particles whose terminal configuration is fixed as opposed to the initial configuration as …

In this paper, we propose a single-level numerical approach that uses machine learning
techniques to solve bi-level Stackelberg problems between a principal and a mean field of …

We consider multiple senders with informational advantage signaling to convince a single
self-interested actor towards certain actions. Generalizing the seminal Bayesian Persuasion …

In this article, we establish a propagation of chaos result for weakly interacting nonlinear
Snell envelopes which converge to a class of mean-field reflected backward stochastic …

This paper studies continuous-time optimal contracting in a hierarchy, generalising the
model of Sung (Math. Financ. Econ. 9: 195–213,). More precisely, in this hierarchical model …

Purpose This study aims to focus on public policy concerning the implementation of public
procurement policies in Nigeria and Ghana toward achieving value for money in the …

This study aims to analyse the details of the stages in the decision-making process of real
estate agents to reconcile the landlords and expatriate tenants' criteria and to explain these …