60 citations · 107 across the 25 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
math.OC2020
Approximate Nash equilibria in large nonconvex aggregative games
Kang Liu, Nadia Oudjane, Cheng Wan
This paper shows the existence of -Nash equilibria in -player noncooperative sum-aggregative games in which the players' cost functions, depending on…
math.OC2020★ 2 cited
Decomposition of convex high dimensional aggregative stochasticcontrol problems
Adrien Séguret, Clémence Alasseur, J. Frédéric Bonnans +3
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a m…
math.AP2020
Fokker-Planck equations with terminal condition and related McKean probabilistic representation
Lucas Izydorczyk, Nadia Oudjane, Francesco Russo +1
Usually Fokker-Planck type partial differential equations (PDEs) are well-posed if the initial condition is specified. In this paper, alternatively, we consider the inverse problem…