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).
Zero-sum stochastic differential games of generalized McKean-Vlasov type *.
Dynamic programming, Master equation, McKean-Vlasov stochastic differential equation, Viscosity solutions, Zero-sum differential game
Zero-sum stochastic differential games of generalized McKean–Vlasov type.
Dynamic programming, Master equation, McKean-Vlasov stochastic differential equation, Viscosity solutions, Zero-sum differential game