We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for the motion of pedestrians and report about numerical simulations in which we compare mean filed games and mean field type control
This thesis deals with the theory of mean field games (MFG for short). The main part is dedicated to...
We prove existence of solutions for a class of systems of subelliptic PDEs arising from mean field g...
Mean field type models describing the limiting behavior of stochastic differential game problems, as...
We analyze some systems of partial differential equations arising in the theory of mean field type c...
Motivated by a cap-and-trade model for the green house gas emissions regulation, we discuss and comp...
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of ...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
In this paper we consider a mean field optimal control problem with an aggregationdiffusion constrai...
This work deals with a numerical method for solving a mean-field type control problem with congestio...
International audienceWe consider a system of mean field games with local coupling in the determinis...
In this thesis we present a particular class of mean field games. These models take inspiration fro...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
McKean-Vlasov stochastic differential equations may arise from a probabilistic interpretation of cer...
We consider Mc Kean-Vlasov stochastic differential equations (SDEs), which are SDEs where the drift ...
This thesis deals with the theory of mean field games (MFG for short). The main part is dedicated to...
We prove existence of solutions for a class of systems of subelliptic PDEs arising from mean field g...
Mean field type models describing the limiting behavior of stochastic differential game problems, as...
We analyze some systems of partial differential equations arising in the theory of mean field type c...
Motivated by a cap-and-trade model for the green house gas emissions regulation, we discuss and comp...
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of ...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
In this paper we consider a mean field optimal control problem with an aggregationdiffusion constrai...
This work deals with a numerical method for solving a mean-field type control problem with congestio...
International audienceWe consider a system of mean field games with local coupling in the determinis...
In this thesis we present a particular class of mean field games. These models take inspiration fro...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
McKean-Vlasov stochastic differential equations may arise from a probabilistic interpretation of cer...
We consider Mc Kean-Vlasov stochastic differential equations (SDEs), which are SDEs where the drift ...
This thesis deals with the theory of mean field games (MFG for short). The main part is dedicated to...
We prove existence of solutions for a class of systems of subelliptic PDEs arising from mean field g...
Mean field type models describing the limiting behavior of stochastic differential game problems, as...