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P. Lavigne

  1. 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
  2. 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
  3. 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)