5 citations · 6 across the 13 of their papers we have counts for
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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…
math.AP2020
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…
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…