P. Lavigne
- Discrete potential mean field games: duality and numerical resolution
2021/06/14 by J. Frédéric Bonnans, P. Lavigne, Bonnans, J. Frédéric +3 · 3 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Generalized conditional gradient and learning in potential mean field games
2022/09/26 by Pierre Lavigne, Lavigne, Pierre, Laurent Pfeiffer +2 · 2 citations
Physics and Astronomy · #Statistical Mechanics and Entropy
- Decarbonization of financial markets: a mean-field game approach
2023/01/22 by P. Lavigne, Peter Tankov, Lavigne, Pierre +1 · 2 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Complex Systems and Time Series Analysis #FOS: Economics and business #General Economics (econ.GN) #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF)