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Author

Giorgio Ferrari

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Preprint Oct 2026

Stationary Ergodic Mean-field Games of Constrained Singular Controls

We study a stationary ergodic mean-field game of scalar type where the representative player controls a diffusion through two-sided singular controls exerted only at the jump times of an independent Poisson process. For each mean-field parameter, we solve the novel constrained ergodic singular control problem, proving...

Giorgio Ferrari, Jukka Lempa, Neofytos Rodosthenous et al. · 0 citations

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