834 citations
- Université Paris Dauphine-PSLFR674 papers
- Centre National de la Recherche ScientifiqueFR415 papers
- Université Paris Sciences et LettresFR216 papers
- Centre de Recherche en Économie et StatistiqueFR81 papers
- École PolytechniqueFR63 papers
- Institut national de recherche en sciences et technologies du numériqueFR60 papers
- Département de mathématiques et applicationsFR56 papers
- École Normale Supérieure - PSLFR52 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR50 papers
- Laboratoire Jacques-Louis LionsFR47 papers
- Institut Universitaire de FranceFR44 papers
- Sorbonne UniversitéFR38 papers
1,445 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-…
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…
Optimal Sampling for Kernel Quadrature on Unbounded Domains
Edoardo Bandoni, Christian Robert, Julien Stoehr
Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate for smoothness in dimensi…
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Pierre Cardaliaguet, Benjamin Jourdain
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…