69 citations · 242 across the 49 of their papers we have counts for
64 papers
Optimal control of the Dyson equation
Charles Bertucci, Pierre-Louis Lions, Panagiotis E. Souganidis
We provide a complete study of the optimal control problem associated to the so-called Dyson equation, which describes the mean field evolution of the spectrum of large random matr…
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…
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 convergence result for a local planning problem for mean field games and rigorous proof of a Freidlin-Ventchel-type Large Deviations Principle for the KPZ equation
Pierre-Louis Lions, Panagiotis E. Souganidis
We prove the convergence of a viscous approximation to an one dimensional local mean field type planning problem with singular initial and terminal measures. Then we use this resul…
An optimal control problem of traffic flow on a junction
P. Cardaliaguet, P. E. Souganidis
We investigate how to control optimally a traffic flow through a junction on the line by acting only on speed reduction or traffic light at the junction. We show the existence of a…