CAMPI, LUCIANO
CAMPI, LUCIANO
Dipartimento di Matematica Federigo Enriques
Coarse Correlated Equilibria in Linear Quadratic Mean Field Games and Application to an Emission Abatement Game
2025 L. Campi, F. Cannerozzi, F. Cartellier
Continuous-time persuasion by filtering
2024 R. Aïd, O. Bonesini, G. Callegaro, L. Campi
Correlated equilibria for mean field games with progressive strategies
2024 O. Bonesini, L. Campi, M. Fischer
Coarse correlated equilibria for continuous time mean field games in open loop strategies
2024 L. Campi, F. Cannerozzi, M. Fischer
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
2023 C. Alasseur, L. Campi, R. Dumitrescu, J. Zeng
Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game
2023 L. Campi, F. Cannerozzi, F. Cartellier
Coarse correlated equilibria for continuous time mean field games in open loop strategies
2023 L. Campi, F. Cannerozzi, M. Fischer
Mean field games with absorption and common noise with a model of bank run
2023 M. Burzoni, L. Campi
A McKean-Vlasov game of commodity production, consumption and trading
2022 R. Aïd, O. Bonesini, G. Callegaro, L. Campi
Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls
2022 L. Campi, M. Ghio, G. Livieri, T. De Angelis
Correlated equilibria and mean field games: a simple model
2022 L. Campi, M. Fischer
An Impulse-Regime Switching Game Model of Vertical Competition
2021 R. Aid, L. Campi, L. Li, M. Ludkovski
N-Player games and mean-field games with smooth dependence on past absorptions
2021 L. Campi, M. Ghio, G. Livieri
No–arbitrage commodity option pricing with market manipulation
2020 R. Aid, G. Callegaro, L. Campi
Nonzero-sum stochastic differential games between an impulse controller and a stopper
2020 L. Campi, D. De Santis
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
2020 R. Aid, M. Basei, G. Callegaro, L. Campi, T. Vargiolu
Optimal Market Making under Partial Information with General Intensities
2020 L. Campi, D. Zabaljauregui
Mean field games with controlled jump-diffusion dynamics: Existence results and an illiquid interbank market model
2020 C. Benazzoli, L. Campi, L. Di Persio
On the spot-futures no-arbitrage relations in commodity markets
2019 R. Aid, L. Campi, D. Lautier
On the support of extremal martingale measures with given marginals : the countable case
2019 L. Campi, C. Martini