44 citations · 290 across the 45 of their papers we have counts for
5 papers · 1 filter
Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations
Scott N. Armstrong, Pierre Cardaliaguet
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of depend…
Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
Pierre Cardaliaguet, Panagiotis E. Souganidis
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly ellip…
Markov games with frequent actions and incomplete information
Pierre Cardaliaguet, Catherine Rainer, Dinah Rosenberg +1
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player obse…
Weak solutions for first order mean field games with local coupling
Pierre Cardaliaguet
Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $ε-…
Long time average of first order mean field games and weak KAM theory
Pierre Cardaliaguet
We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posednes…