5 citations · 6 across the 11 of their papers we have counts for
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math.AP2018
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…
math.AP2018
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…
math.AP2018
Fokker-Planck equations of jumping particles and mean field games of impulse control
Charles Bertucci
This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix sets on which the part…