12 citations · 45 across the 31 of their papers we have counts for
37 papers
Infinite horizon stochastic optimal control with sign-changing discount factor
Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
We study an infinite horizon stochastic optimal control problem by means of the associated Hamilton-Jacobi-Bellman equation. The problem we are studying has the particularity of ha…
An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
Charles Bertucci, Pierre Louis Lions
We provide a simple approximation of the squared Wasserstein distance on R^d when one of the two measures is fixed. This approximation converges locally uniformly. More i…
A spectral dominance approach to large random matrices: part II
Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions
This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation…
A two spaces extension of Cauchy-Lipschitz Theorem
Charles Bertucci, Pierre Louis Lions
We adapt the classical theory of local well-posedness of evolution problems to cases in which the nonlinearity can be accurately quantified by two different norms. For ordinary dif…
A convergence result for a local planning problem for mean field games and rigorous proof of a Freidlin-Ventchel-type Large Deviations Principle for the KPZ equation
Pierre-Louis Lions, Panagiotis E. Souganidis
We prove the convergence of a viscous approximation to an one dimensional local mean field type planning problem with singular initial and terminal measures. Then we use this resul…
Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs
Rene Carmona, Mathieu Lauriere, Pierre-Louis Lions
We consider the conditional control problem introduced by P.L. Lions in his lectures at the Collège de France in November 2016. In his lectures, Lions emphasized some of the major…