5 citations · 6 across the 11 of their papers we have counts for
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A study of common noise in mean field games
Charles Meynard, Charles Bertucci
This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this…
An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
Charles Bertucci, Pierre Louis Lions
We provide a simple approximation of the squared Wasserstein distance on R^d when one of the two measures is fixed. This approximation converges locally uniformly. More i…
A spectral dominance approach to large random matrices: part II
Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions
This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation…
Noise through an additional variable for mean field games master equation on finite state space
Charles Bertucci, Charles Meynard
This paper provides a mathematical study of the well-posedness of master equation on finite state space involving terms modelling common noise. In this setting, the solution of the…
A two spaces extension of Cauchy-Lipschitz Theorem
Charles Bertucci, Pierre Louis Lions
We adapt the classical theory of local well-posedness of evolution problems to cases in which the nonlinearity can be accurately quantified by two different norms. For ordinary dif…