Non-cooperative and cooperative games with a very large number of players have many
applications but remain generally intractable when the number of players increases …

The modeling and control of epidemics, such as the novel Coronavirus, have become
crucial on a global scale, for effective management of epidemic situations. This paper is …

We investigate a stochastic differential game in which a major player has private information
(the knowledge of a random variable), which she discloses through her control to a …

Dynamic Stackelberg games are a broad class of two-player games in which the leader acts
first, and the follower chooses a response strategy to the leader's strategy. Unfortunately …

Effective macroeconomic policies play a crucial role in promoting economic growth and
social stability. This paper models the optimal macroeconomic policy problem based on …

Motivated by recent empirical findings on the periodic phenomenon of aggregated market
volumes in equity markets, we aim to understand the causes and consequences of periodic …

This thesis studies mean-field games (MFGs) models of price formation. The thesis focuses
explicitly on a MFGs price formation model proposed by Gomes and Saude. The thesis is …