Mean field games, mean field control problems, N-player games, multi-agent systems, stochastic control theory, interacting particle systems, central limit theorems and large deviation principles, long time behaviour and turnpike properties, viscosity and entropy solutions, PDEs on the space of probability measures, applications to energy transition.
A. Cecchin and A. Goffi. Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations. Preprint 2025. [arXiv]
A. Cecchin and P. Nikolaev. Convergence rate for Fluctuations of mean field interacting diffusion and application to 2D viscous Vortex model and Coulomb potential. Preprint 2025. [arXiv]
A. Cecchin, M. Fischer, C. Fontana and G. Lanaro. Weak equilibria of a mean-field market model under asymmetric information. Preprint 2024. [arXiv]
A. Cecchin, G. Conforti, A. Durmus and K. Eichinger. The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions. Preprint 2024. [arXiv]
A. Cecchin, S. Daudin, J. Jackson and M. Martini. Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise. Preprint 2024. [arXiv]
M. Burzoni, A. Cecchin and A. Cosso. A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems. SIAM Journal on Control and Optimization, 62(5), 2475-2505, 2024. [DOI] [arXiv]
C. Bertucci and A. Cecchin. Mean field games master equations: from discrete to continuous state space. SIAM journal on Mathematical Analysis, 56(2), 2569-2610, 2024. [DOI] [arXiv]
C. Alasseur, M. Basei, C. Bertucci, and A. Cecchin. A mean field model for the development of renewable capacities. Mathematics and Financial Economics, 17(4), 695–719, 2023. [DOI] [arXiv]
A. Cecchin and F. Delarue. Weak solutions to the master equation of potential mean field games. To appear in Memoirs of the Americal Mathematical Society, 2024+. [arXiv]
E. Bayraktar, A. Cecchin, and P. Chakraborty. Mean field control and finite dimensional approximation for regime-switching jump diffusions. Applied Mathematics and Optimization, 88, n. 36, 2023. [DOI] [arXiv]
E. Bayraktar, A. Cecchin, A. Cohen, and F. Delarue. Finite state mean field games with Wright-Fisher common noise as limits of N-player weighted games. Mathematics of Operations Research, 47 (4), 2840-2890, 2022. [DOI] , [arXiv]
A. Cecchin and F. Delarue. Selection by vanishing common noise for potential finite state mean field games. Communications in Partial Differential Equations, 47 (1), 89-168, 2022. [DOI] , [arXiv]
A. Cecchin. Finite state N-agent and mean field control problems. ESAIM: Control, Optimization and Calculus of Variations, 27, n. 31, 2021. [DOI] , [arXiv]
E. Bayraktar, A. Cecchin, A. Cohen, and F. Delarue. Finite state mean field games with Wright-Fisher common noise. Journal de Mathématiques Pures et Appliquées, 147, 98-162, 2021. [DOI] , [arXiv]
A. Cecchin, P. Dai Pra, M. Fischer, and G. Pelino. On the convergence problem in mean field games: a two state model without uniqueness. SIAM Journal on control and optimization, 57(4), 2443-2466, 2019. [DOI], [arXiv]
A. Cecchin and G. Pelino. Convergence, fluctuations and large deviations for finite state mean field games via the master equation. Stochastic Processes and their Applications, 129(11), 4510-4555, 2019. [DOI], [arXiv]
A. Cecchin and M. Fischer. Probabilistic approach to finite state mean field games. Applied Mathematics and Optimization, 81, 253-300, 2020. [DOI], [arXiv]
A. Cecchin and V. N. Kolokoltsov. Evolutionary game of coalition building under external pressure. Chapter in Advances in dynamic and mean field games, 2017. [DOI], [arXiv]
A. Cecchin. Finite state N-player and mean field games. My PhD Thesis. [PDF], [link]