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math.AP2022
A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem
Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions
In the first part of this paper, we derive an infinite dimensional partial differential equation which describes an economic equilibrium in a model of storage which includes an inf…
math.AP2022★ 1 cited
Mean field games with incomplete information
Charles Bertucci
This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is st…