Djete, Mao Fabrice

1. McKean-Vlasov optimal control: the dynamic programming principle
   2019/07/20 by Mao Fabrice Djete, Dylan Possamaï, Djete, Mao Fabrice +3 · 11 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications
2. Extended mean field control problem: a propagation of chaos result
   2020/06/19 by Mao Fabrice Djete, Djete, Mao Fabrice · 6 citations
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications
3. Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition
   2023/08/28 by Mao Fabrice Djete, Djete, Mao Fabrice · 5 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis
4. Mean Field Games of Controls: on the convergence of Nash equilibria
   2020/06/19 by Mao Fabrice Djete, Djete, Mao Fabrice · 2 citations
   Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
5. Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
   2022/08/21 by Djete, Mao Fabrice · 2 citations
   #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)