44 citations · 290 across the 45 of their papers we have counts for
65 papers
On the long-time behavior of mean field game systems with a common noise
Pierre Cardaliaguet, Raphaël Maillet, Wenbin Yan
In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG…
Optimal hedging of an informed broker facing many traders
Philippe Bergault, Pierre Cardaliaguet, Wenbin Yan
This paper investigates the optimal hedging strategies of an informed broker interacting with multiple traders in a financial market. We develop a theoretical framework in which th…
Transporting a Dirac mass in a mean field planning problem
Pierre Cardaliaguet, Sebastian Munoz, Alessio Porretta
We study a mean field planning problem in which the initial density is a Dirac mass. We show that there exists a unique solution which converges to a self-similar profile as time t…
Sharp convergence rates for mean field control in the region of strong regularity
Pierre Cardaliaguet, Joe Jackson, Nikiforos Mimikos-Stamatopoulos +1
We study the convergence problem for mean field control, also known as optimal control of McKean-Vlasov dynamics. We assume that the data is smooth but not convex, and thus the lim…
Mean Field Games in a Stackelberg problem with an informed major player
Philippe Bergault, Pierre Cardaliaguet, Catherine Rainer
We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a p…
A class of germs arising from homogenization in traffic flow on junctions
Pierre Cardaliaguet, Nicolas Forcadel, Regis Monneau
We consider traffic flows described by conservation laws. We study a 2:1 junction (with two incoming roads and one outgoing road) or a 1:2 junction (with one incoming road and two…