5 citations · 5 across the 4 of their papers we have counts for
7 papers · 1 filter
A Spectral Dominance Approach to Large Random Matrices
Charles Bertucci, Mérouane Debbah, Jean-Michel Lasry +1
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance…
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…
A class of short-term models for the oil industry addressing speculative storage
Yves Achdou, Charles Bertucci, Jean-Michel Lasry +3
This is a work in progress. The aim is to propose a plausible mechanism for the short term dynamics of the oil market based on the interaction of economic agents. This is a theoret…
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…
A remark on Uzawa's algorithm and an application to mean field games systems
Charles Bertucci
In this paper, we present an extension of Uzawa's algorithm and apply it to build approximating sequences of mean field games systems. We prove that Uzawa's iterations can be used…
Some remarks on Mean Field Games
Charles Bertucci, Jean Michel Lasry, Pierre Louis Lions
We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one c…