4 citations · 5 across the 6 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2020
Mean Field Games and Applications: Numerical Aspects
Yves Achdou, Mathieu Laurière
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean fiel…
math.OC2019
Optimal control of conditioned processes with feedback controls
Yves Achdou, Mathieu Laurière, Pierre-Louis Lions
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not…