5 citations · 10 across the 16 of their papers we have counts for
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A viscous ergodic problem with unbounded and measurable ingredients. Part 2: Mean-Field Games
Hicham Kouhkouh
We address the problem of existence and (non-)uniqueness of solutions to ergodic mean-field games in the whole space with unbounded and me…
A viscous ergodic problem with unbounded and measurable ingredients. Part 1: HJB Equation
Hicham Kouhkouh
We address the problem of existence and uniqueness of solutions to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form in t…
Long-time behaviour of deterministic Mean Field Games with non-monotone interactions
Martino Bardi, Hicham Kouhkouh
We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in…
The turnpike property and the long-time behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems
Carlos Esteve, Hicham Kouhkouh, Dario Pighin +1
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal…