From the 1 of 26 papers with an AI index.
13 citations
- Université Paris Dauphine-PSLFR8 papers
- Département de mathématiques et applicationsFR2 papers
- École Normale Supérieure - PSLFR2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Ausonius Institut de Recherche sur l'Antiquité et le Moyen ageFR1 paper
- Bocconi UniversityIT1 paper
- California Southern UniversityUS1 paper
- Capital Fund Management (France)FR1 paper
- Centre de Mathématiques Laurent SchwartzFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- CERMICSFR1 paper
26 papers
Optimal Control with Expectation Constraint in a Smooth Boundary Case
Bruno Bouchard, Lucas Gnecco Heredia, Ludovic Moreau +1
As in Bouchard et al. (2010) and Bouchard and Nutz (2014), we study a utility maximization problem with expectation constraint. We first consider a uniformly elliptic case in which…
Analysis on spaces of measures
Charles Bertucci
This work presents analytical tools for studying functions defined on spaces of measures, together with two applications: mean field game master equations and first order Hamilton-…
Infinite horizon stochastic optimal control with sign-changing discount factor
Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
The paper analyzes an infinite‑horizon stochastic optimal control problem where the discount factor can be positive or negative depending on the state, using the associated Hamilto…
Thermal boundary conditions in fractional superdiffusion of energy
Tomasz Komorowski, Stefano Olla
We study heat conduction in a one-dimensional {finite}, unpinned chain of atoms perturbed by stochastic momentum exchange and coupled to Langevin heat baths at {possibly} distinct…
Non-linear Stegall's lemma and general Hamilton-Jacobi-Bellman equations on Wasserstein spaces
Charles Bertucci, Pierre-Louis Lions
We present a comparison principle for unbounded viscosity solutions to Hamilton-Jacobi equations on Wasserstein spaces of probability measures over . In addition to the use o…
Uniqueness and non-uniquess for the mean field control of fisheries
Greta Lamonaca, Idriss Mazari, Grégoire Nadin
We study a Mean Field Control system arising in the management of fisheries with a special emphasis on non-uniqueness issues. Namely, we focus on a situation where a group of playe…