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).
Linear-Quadratic McKean-Vlasov Stochastic Differential Games.
Linear-quadratic, Mean-field SDEs, Nash equilibria, Open-loop controls, Stochastic differential game, Weak martingale optimality principle
Linear-Quadratic McKean-Vlasov Stochastic Differential Games.
Linear-quadratic, Mean-field SDEs, Nash equilibria, Open-loop controls, Stochastic differential game, Weak martingale optimality principle