4 citations · 5 across the 6 of their papers we have counts for
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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.AP2020
Mean Field Games of Controls: Finite Difference Approximations
Y Achdou, Z Kobeissi
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her…
math.AP2020
A class of short-term models for the oil industry addressing speculative storage
Yves Achdou, Charles Bertucci, Jean-Michel Lasry +3
This is a work in progress. The aim is to propose a plausible mechanism for the short term dynamics of the oil market based on the interaction of economic agents. This is a theoret…