12 citations · 27 across the 23 of their papers we have counts for
3 papers · 1 filter
Infinite horizon stochastic optimal control with sign-changing discount factor
Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
We study an infinite horizon stochastic optimal control problem by means of the associated Hamilton-Jacobi-Bellman equation. The problem we are studying has the particularity of ha…
A mean field model for the development of renewable capacities
Clémence Alasseur, Matteo Basei, Charles Bertucci +1
We propose a model based on a large number of small competitive producers of renewable energies, to study the effect of subsidies on the aggregate level of capacity, taking into ac…
Mean field games master equations: from discrete to continuous state space
Charles Bertucci, Alekos Cecchin
This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive d…