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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Contributions to the theory of mean field games.

Jeux à champ moyen, Mean Field Games, Numerical simulations, Simulations numériques, System of partial differential equations, Système d’équations aux dérivées partielles

On the long time behavior of potential MFG.

Contrôl optimal, Jeux à champ moyen, Mean Field Games, Optimal Control, Théorie KAM faible, Weak KAM theory

Topic in mean field games theory & applications in economics and quantitative finance.

Auto-organisation, Bertrand & Cournot Models, Exécution Optimal, Jeux à Champ Moyen, Jeux à N-Joueurs, Mean Field Games, Modèles de Bertrand & Cournot, N-Person Games, Nash equilibria, Nonlinear Coupled PDE Systems, Optimal Trading, Self-organization, Systèmes d’EDP non Linéaires Couplées, Équilibres de Nash

Deterministic mean field games with control on the acceleration.

Double integrator, First order Hamilton-Jacobi equations, Mean field games, Non-coercive Hamiltonian

Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games.

49L25, 65M012, 9108, 91A23, Convergence AMS subject classifications 65M06, Finite difference schemes, Mean field games

A Long-Term Mathematical Model for Mining Industries.

Hamilton Jacobi equations, Heterogeneous agents model, Master equation, Mean field games, Model calibration, Viscosity solution

Partial differential equation models in macroeconomics.

firm size distribution, heterogeneous agents, income and wealth distribution, mean field games

Mean field games models of segregation.

35K55, 49N70, Finite difference methods, Large populations limit, Mean Field Games, Multi-populations models, Segregation, Sys, Systems of parabolic equations

Deterministic mean field games with control on the acceleration.

Double integrator, First order Hamilton-Jacobi equations, Mean field games, Non-coercive Hamiltonian

Mean Field Games: Convergence of a Finite Difference Method.

49L25, 65M012, 9108, 91A23, Convergence AMS subject classifications 65M06, Finite difference schemes, Mean field games

Contributions to medium field game theory.

Edp, Inéquations variationnelles, Jeux à champ moyen, Mean field games, Pde, Variational inequalities

Learning in medium field games.

Algorithme de descente miroir, Contrôle optimal, Fictitious play, Jeux à champ moyen, Mean field games, Online mirror descent algorithm, Optimal control