{"ID":2890430,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2507.19123","arxiv_id":"2507.19123","title":"Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise","abstract":"We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by a countable partition, we show that a strong randomized mean-field equilibrium exists, in which the mean-field interaction term is adapted to the common noise and the stopping time is randomized. Furthermore, under suitable monotonicity assumptions and for a general common noise, we provide a comparative statics analysis of the set of strong mean-field equilibria with strict equilibrium stopping times.","short_abstract":"We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by a countable partition, we show that a strong randomized mean-field equilibrium...","url_abs":"https://arxiv.org/abs/2507.19123","url_pdf":"https://arxiv.org/pdf/2507.19123v1","authors":"[\"Giorgio Ferrari\",\"Anna Pajola\"]","published":"2025-07-25T10:03:01Z","proceeding":"math.OC","tasks":"[\"math.OC\",\"math.PR\",\"q-fin.MF\"]","methods":"[]","has_code":false}