70 citations · 433 across the 44 of their papers we have counts for
3 papers · 1 filter
On the asymptotic behavior of a Boltzmann-type price formation model
Martin Burger, Luis Caffarelli, Peter A. Markowich +1
In this paper we study the asymptotic behavior of a Boltzmann type price formation model, which describes the trading dynamics in a financial market. In many of these markets tradi…
Mean field games with nonlinear mobilities in pedestrian dynamics
Martin Burger, Marco Di Francesco, Peter Markowich +1
In this paper we present an optimal control approach modeling fast exit scenarios in pedestrian crowds. In particular we consider the case of a large human crowd trying to exit a r…
On a Boltzmann type price formation model
Martin Burger, Luis Caffarelli, Peter Markowich +1
In this paper we present a Boltzmann type price formation model, which is motivated by a parabolic free boundary model for the evolution of the prize presented by Lasry and Lions i…