5 citations · 5 across the 3 of their papers we have counts for
3 papers
math.AP2020
Monotone solutions for mean field games master equations : finite state space and optimal stopping
Charles Bertucci
We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqu…
econ.TH2020★ 5 cited
Mean Field Game Approach to Bitcoin Mining
Charles Bertucci, Louis Bertucci, Jean-Michel Lasry +1
We present an analysis of the Proof-of-Work consensus algorithm, used on the Bitcoin blockchain, using a Mean Field Game framework. Using a master equation, we provide an equilibri…
math.AP2020
Strategic advantages in mean field games with a major player
Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advan…