Lions, Pierre-Louis
- The master equation and the convergence problem in mean field games
2015/09/08 by Cardaliaguet, Pierre, Delarue, François, Lasry, Jean-Michel +1 · 29 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics
- Efficiency of the Price Formation Process in Presence of High Frequency\n Participants: a Mean Field Game analysis
2013/05/27 by Aimé Lachapelle, Lachapelle, Aimé, Jean‐Michel Lasry +5 · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies
- Well posedness for multi-dimensional junction problems with\n Kirchoff-type conditions
2017/04/13 by Pierre‐Louis Lions, Panagiotis E. Souganidis, Lions, Pierre-Louis +1 · 2 citations
Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #Advanced Numerical Methods in Computational Mathematics #Nonlinear Partial Differential Equations
- On the uniqueness of the solution of the two-dimensional Navier-Stokes equation with a Dirac mass as initial vorticity
2004/10/15 by Isabelle Gallagher, Thierry Gallay, Gallagher, Isabelle +4 · 1 citation
Mathematics · Physics and Astronomy · #Advanced Mathematical Physics Problems #Cosmology and Gravitation Theories #Navier-Stokes equation solutions #math-ph #math.AP #math.MP #msc:35A07 #msc:35Q30 #msc:76D05 #msc:76D17
- Eikonal equations and pathwise solutions to fully non-linear SPDEs
2016/02/15 by Friz, Peter K., Gassiat, Paul, Lions, Pierre-Louis +1 · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Transport equations and flows with one-sided Lipschitz velocity fields
2023/06/23 by Lions, Pierre-Louis, Seeger, Benjamin · 2 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics
- Optimal control of conditioned processes with feedback controls
2019/12/18 by Achdou, Yves, Laurière, Mathieu, Lions, Pierre-Louis · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- Mean Field Game Approach to Bitcoin Mining
2020/04/17 by Bertucci, Charles, Bertucci, Louis, Lasry, Jean-Michel +1 · 1 citation
#Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #General Finance (q-fin.GN) #Theoretical Economics (econ.TH)
- On Lipschitz solutions of mean field games master equations
2023/02/10 by Charles Bertucci, Jean‐Michel Lasry, Bertucci, Charles +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Stochastic processes and financial applications
- Linear and nonlinear transport equations with coordinate-wise increasing velocity fields
2023/07/11 by Lions, Pierre-Louis, Seeger, Benjamin · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics