5 citations · 5 across the 4 of their papers we have counts for
6 papers · 1 filter
Simulating numerically the Krusell-Smith model with neural networks
Yves Achdou, Jean-Michel Lasry, Pierre Louis Lions
The celebrated Krusel-Smith growth model is an important example of a Mean Field Game with a common noise. The Mean Field Game is encoded in the master equation, a partial differen…
A Spectral Dominance Approach to Large Random Matrices
Charles Bertucci, Mérouane Debbah, Jean-Michel Lasry +1
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance…
Dimension reduction techniques in deterministic mean field games
Jean-Michel Lasry, Pierre-Louis Lions, Benjamin Seeger
We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and…
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…
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…
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…