Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Hamilton–Jacobi equations for optimal control on junctions and networks.

Hamilton-Jacobi equations, Networks, Optimal control, Viscosity solutions

Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction.

Dimension reduction, Graphs, Hamilton-Jacobi equations, Networks, Optimal control, Singular perturbation, Viscosity solutions

Stochastic homogenization of some interface propagation problems.

Approximation numérique, Contrôle optimal, Equations de Hamilton-Jacobi, Front propagation, Hamilton-Jacobi equations, Homogénéisation stochastique, Metric problem, Numerical approximation, Optimal control, Problème métrique, Propagations de fronts, Stochastic homogenization, Viscosity solutions

Hamilton-Jacobi equations constrained on networks.

Graphs, Hamilton-Jacobi equations, Networks, Optimal control, Viscosity solutions

Homogenization of a transmission problem with Hamilton–Jacobi equations and a two-scale interface.

Double scale interface, Hamilton-Jacobi equations, Homogenization

Markov games with frequent actions and incomplete information.

Hamilton-Jacobi equations, Incomplete information, Markov games, Repeated games, Zero-sum games

Homogenization and Enhancement of theG-Equation in Random Environments.

Ergodic media, Hamilton-Jacobi equations, Homogenization, Viscosity solutions

Mean field games systems of first order.

Hamilton-Jacobi equations, Long time average, Mean field games, Nonlinear PDE, Optimal control, Transport theory

Mean field games systems of first order.

Hamilton-Jacobi equations, Long time average, Mean field games, Nonlinear PDE, Optimal control, Transport theory

Variational methods for Hamilton-Jacobi equations and applications.

Augmented Lagrangian, Dualité de Fenchel-Rockafellar, Fenchel-Rockafellar duality, Hamilton-Jacobi equations, Lagrangien augmenté, Optimal transport, Shape from Shading, Transport optimal, Équations d’Hamilton-Jacobi