4 papers
Transporting a Dirac mass in a mean field planning problem
Pierre Cardaliaguet, Sebastian Munoz, Alessio Porretta
We study a mean field planning problem in which the initial density is a Dirac mass. We show that there exists a unique solution which converges to a self-similar profile as time t…
On the long-time behavior of mean field game systems with a common noise
Pierre Cardaliaguet, Raphaël Maillet, Wenbin Yan
In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG…
Optimal hedging of an informed broker facing many traders
Philippe Bergault, Pierre Cardaliaguet, Wenbin Yan
This paper investigates the optimal hedging strategies of an informed broker interacting with multiple traders in a financial market. We develop a theoretical framework in which th…
Mean field games with common noise and degenerate idiosyncratic noise
Pierre Cardaliaguet, Benjamin Seeger, Panagiotis Souganidis
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic…