6 papers
Uniform in time weak convergence for a Fleming-Viot particle system with hard killing
Pierre Cardaliaguet, Marco Cirant, Joe Jackson +1
This paper is concerned with the Fleming-Viot particle system introduced by Burdzy, Hołyst and March (2000). In this model, Brownian particles evolve independently in a bounded…
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Pierre Cardaliaguet, Benjamin Jourdain
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…
Mean field control with stopping
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and c…
Mean field control with absorption
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
In this paper we study a mean field control problem in which particles are absorbed when they reach the boundary of a smooth domain. The value of the N-particle problem is describe…
A note on contractive semi-groups on a 1:1 junction for scalar conservation laws and Hamilton-Jacobi equations
P Cardaliaguet
We show that any continuous semi-group on which is (i) contractive, (ii) satisfies the conservation law in $\mathbb{R}_+\times (\mat…
A microscopic derivation of a traffic flow model on a junction with two entry lines
P Cardaliaguet
We derive a conservation law on a network made of two incoming branches and a single outgoing one from a discrete traffic flow model. The continuous model is obtained from the disc…