4 citations · 5 across the 6 of their papers we have counts for
3 papers · 1 filter
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…
Deterministic mean field games with control on the acceleration
Yves Achdou, Paola Mannucci, Claudio Marchi +1
In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are de…
Finite Horizon Mean Field Games on Networks
Yves Achdou, Manh-Khang Dao, Olivier Ley +1
We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equ…