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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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

Some results on the McKean–Vlasov optimal control and mean field games : Limit theorems, dynamic programming principle and numerical approximations.

Approximations numériques, Jeux à champ moyen, McKean--Vlasov equations, Mean field game, Nash equilibria, Neural networks, Numerical approximation, Pareto equilibria, Problème de contrôle stochastique, Réseaux de neurones, Stochastic control problem, Stochastic differential equation, Équation différentielle stochastique, Équations de McKean--Vlasov, Équilibres de Nash, Équilibres de Pareto

From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem.

Cournot-Nash equilibria, Games with a continuum of players, Monge-Kantorovich optimal transportation problem, Nash equilibria

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

Berge–vaisman and nash equilibria: transformation of games.

Berge equilibrium, Berge–Vaisman Equilibria, Game theory, Nash equilibria, Nash equilibrium

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