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Cardaliaguet, Pierre

  1. The master equation and the convergence problem in mean field games
    2015/09/08 by Cardaliaguet, Pierre, Delarue, François, Lasry, Jean-Michel +1 · 38 citations
    #Analysis of PDEs (math.AP) #FOS: Mathematics
  2. Mean Field Game of Controls and An Application To Trade Crowding
    2016/10/31 by Cardaliaguet, Pierre, Lehalle, Charles-Albert · 15 citations
    #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
  3. Learning in Mean Field Games: the Fictitious Play
    2015/07/22 by Pierre Cardaliaguet, Cardaliaguet, Pierre, Saeed Hadikhanloo +1 · 13 citations
    Computer Science · Decision Sciences · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Computability, Logic, AI Algorithms #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
  4. Stable solutions in potential mean field game systems
    2016/12/06 by Ariela Briani, Briani, Ariela, Pierre Cardaliaguet +1 · 6 citations
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Adaptive Dynamic Programming Control #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC) #Stochastic processes and financial applications
  5. An algebraic convergence rate for the optimal control of McKean-Vlasov dynamics
    2022/03/28 by Cardaliaguet, Pierre, Daudin, Samuel, Jackson, Joe +1 · 10 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  6. Mean Field Games with state constraints: from mild to pointwise\n solutions of the PDE system
    2018/12/29 by Piermarco Cannarsa, Rossana Capuani, Cannarsa, Piermarco +3 · 4 citations
    Economics, Econometrics and Finance · Engineering · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Guidance and Control Systems #Optimization and Control (math.OC) #Stochastic processes and financial applications
  7. Mean field games systems of first order
    2014/01/08 by Cardaliaguet, Pierre, Graber, Philip Jameson · 3 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  8. Splitting methods and short time existence for the master equations in mean field games
    2020/01/28 by Cardaliaguet, Pierre, Cirant, Marco, Porretta, Alessio · 4 citations
    #Analysis of PDEs (math.AP) #FOS: Mathematics
  9. Convergence of some Mean Field Games systems to aggregation and flocking models
    2020/04/09 by Bardi, Martino, Cardaliaguet, Pierre · 4 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  10. Remarks on Nash equilibria in mean field game models with a major player
    2018/11/07 by Cardaliaguet, Pierre, Cirant, Marco, Porretta, Alessio · 3 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  11. Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations
    2012/06/12 by Armstrong, Scott N., Cardaliaguet, Pierre, Souganidis, Panagiotis E. · 2 citations
    #35B27 #35F21 #60K35 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
  12. Stochastic homogenization of quasilinear Hamilton-Jacobi equations and\n geometric motions
    2015/04/08 by Scott A. Armstrong, Pierre Cardaliaguet, Armstrong, Scott +1 · 3 citations
    Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations
  13. Long time average of first order mean field games and weak KAM theory
    2013/05/30 by Pierre Cardaliaguet, Cardaliaguet, Pierre · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  14. Weak solutions for first order mean field games with local coupling
    2013/05/30 by Cardaliaguet, Pierre · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  15. Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations
    2013/12/29 by Armstrong, Scott N., Cardaliaguet, Pierre · 2 citations
    #35B27 #35F21 #60K35 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
  16. Sharp convergence rates for mean field control in the region of strong regularity
    2023/12/18 by Cardaliaguet, Pierre, Jackson, Joe, Mimikos-Stamatopoulos, Nikiforos +1 · 6 citations
    #49L25 #49N80 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  17. Regularity of the value function and quantitative propagation of chaos for mean field control problems
    2022/04/04 by Pierre Cardaliaguet, Panagiotis E. Souganidis, Cardaliaguet, Pierre +1 · 3 citations
    Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Navier-Stokes equation solutions #Optimization and Control (math.OC)
  18. On the (in)efficiency of MFG equilibria
    2018/02/19 by Cardaliaguet, Pierre, Rainer, Catherine · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  19. Weak KAM theory for potential MFG
    2019/04/30 by Cardaliaguet, Pierre, Masoero, Marco · 2 citations
    #37A99 #37K55 #49J20 #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics
  20. Hölder continuity to Hamilton-Jacobi equations with superquadratic growth in the gradient and unbounded right-hand side
    2011/10/18 by Pierre Cardaliaguet, Luís Silvestre, Cardaliaguet, Pierre +1 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Stochastic processes and financial applications
  21. Stochastic differential games with asymmetric information
    2007/03/06 by Pierre Cardaliaguet, Cardaliaguet, Pierre, Catherine Rainer +1 · 1 citation
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #49L25 #49N70 #91A23 #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications
  22. Mean Field Games in a Stackelberg problem with an informed major player
    2023/11/09 by Bergault, Philippe, Cardaliaguet, Pierre, Rainer, Catherine · 3 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  23. Second order mean field games with degenerate diffusion and local coupling
    2014/07/25 by Cardaliaguet, Pierre, Graber, J., Porretta, Alessio +1 · 1 citation
    #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
  24. Forward and Backward Stochastic Differential Equations with normal constraint in law
    2019/03/04 by Philippe Briand, Briand, Philippe, Pierre Cardaliaguet +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications
  25. From heterogeneous microscopic traffic flow models to macroscopic models
    2019/07/04 by Pierre Cardaliaguet, Cardaliaguet, Pierre, Nicolas Forcadel +1 · 1 citation
    Engineering · Social Sciences · #Analysis of PDEs (math.AP) #Evacuation and Crowd Dynamics #FOS: Mathematics #Traffic control and management #Transportation Planning and Optimization
  26. An example of multiple mean field limits in ergodic differential games
    2019/07/23 by Cardaliaguet, Pierre, Rainer, Catherine · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  27. Ergodic behavior of control and mean field games problems depending on acceleration
    2020/07/06 by Cardaliaguet, Pierre, Mendico, Cristian · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  28. Weak solutions of the master equation for Mean Field Games with no\n idiosyncratic noise
    2021/09/30 by Pierre Cardaliaguet, Cardaliaguet, Pierre, Panagiotis E. Souganidis +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Geometric Analysis and Curvature Flows
  29. Mean field games with common noise and degenerate idiosyncratic noise
    2022/07/20 by Cardaliaguet, Pierre, Seeger, Benjamin, Souganidis, Panagiotis · 1 citation
    #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)