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).
Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field.
Backward Stochastic Differential Equations, DRBSDEs with doubly interconnected obstacles, EDPs, EDSR réfléchie à deux obstacles interconnectés, Equations Différentielles Stochastique Rétrogrades, Fixed point method, Jeux stochastiques de somme Nonee, Méthode de point-fixe, Méthode de pénalisation, PDEs, Penalization method, Stochastic optimal switching, Switching optimal stochastique, Zero-sum stochastic games
Acyclic Gambling Games.
90C40, 91A60, Asymptotic and Uniform Value, Gambling Theory, Markov Decision Process, Mertens-Zamir System, Secondary 60G40, Splitting Games Classification Primary 91A15, Zero-Sum Stochastic Games
Acyclic Gambling Games.
Asymptotic and uniform value, Gambling theory, Markov decision process, Mertens-Zamir system, Splitting games, Zero-sum stochastic games