44 citations · 290 across the 45 of their papers we have counts for
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math.OC2016
Stable solutions in potential mean field game systems
Ariela Briani, Pierre Cardaliaguet
We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in poten…
q-fin.TR2016
Mean Field Game of Controls and An Application To Trade Crowding
Pierre Cardaliaguet, Charles-Albert Lehalle
In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathemati…
math.OC2016★ 26 cited
The convergence problem in mean field games with a local coupling
P Cardaliaguet
The paper studies the convergence, as tends to infinity, of a system of coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes in…