61 citations · 333 across the 51 of their papers we have counts for
3 papers · 1 filter
Mean Field Control and Mean Field Game Models with Several Populations
Alain Bensoussan, Tao Huang, Mathieu Laurière
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents…
A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems
Alessandro Balata, Côme Huré, Mathieu Laurière +2
We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV co…
Penalization of non-smooth dynamical systems with noise : ergodicity and asymptotic formulae for threshold crossings probabilities
Mathieu Lauriere, Laurent Mertz
The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonli…