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researcher

F. Delarue

29 papers hereh-index 284.7k citations81 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author10
  • middle author8
  • last author9

Across the 29 of 29 papers where every author was matched, so the position is known.

fields
  • math.PR25
  • cs.GT1
  • math.NA1
  • math.OC1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedA forward--backward stochastic algorithm for quasi-linear PDEs

142 citations · 578 across the 26 of their papers we have counts for

collaborators
Showing 2020Show all

2 papers · 1 filter

math.PR2020

Finite state mean field games with Wright Fisher common noise as limits of N-player weighted games

Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1

Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the…

math.OC2020

Selection by vanishing common noise for potential finite state mean field games

Alekos Cecchin, François Delarue

The goal of this paper is to provide a selection principle for potential mean field games on a finite state space and, in this respect, to show that equilibria that do not minimize…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.