Zobrazeno 1 - 10
of 104
pro vyhledávání: '"Yves Achdou"'
Autor:
Yves Achdou, Ziad Kobeissi
Publikováno v:
Mathematics in Engineering, Vol 3, Iss 3, Pp 1-35 (2021)
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in a neighbo
Externí odkaz:
https://doaj.org/article/764b164aa71b48cda97d042577304665
Autor:
Yves Achdou, Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions, Antoine Rostand, José A. Scheinkman
Publikováno v:
Finance and Stochastics. 26:631-669
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::248bc2ced6461d7155e57930cba20403
https://doi.org/10.1007/s00780-022-00481-y
https://doi.org/10.1007/s00780-022-00481-y
Publikováno v:
Mathematics and Financial Economics
Mathematics and Financial Economics, 2023, ⟨10.1007/s11579-023-00333-z⟩
Mathematics and Financial Economics, 2023, ⟨10.1007/s11579-023-00333-z⟩
International audience; We consider an economy made of competing firms which are heterogeneous in their capital and use several inputs for producing goods. Their consumption policy is fixed rationally by maximizing a utility and their capital cannot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62e879d92116c52cd0279b5e33d901da
https://doi.org/10.1007/s11579-023-00333-z
https://doi.org/10.1007/s11579-023-00333-z
Publikováno v:
The Review of Economic Studies. 89:45-86
We recast the Aiyagari–Bewley–Huggett model of income and wealth distribution in continuous time. This workhorse model—as well as heterogeneous agent models more generally—then boils down to a system of partial differential equations, a fact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a4cd4d6a2df96749cfd6db526ec3a9d
https://doi.org/10.1093/restud/rdab002
https://doi.org/10.1093/restud/rdab002
We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure on trajecto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b0fb1d0142a2b29cd5483ed7fc50c68
https://hal.archives-ouvertes.fr/hal-03198025
https://hal.archives-ouvertes.fr/hal-03198025
Autor:
Yves Achdou, Mathieu Laurière
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783030598365
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical simulation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea2b148b49ba8d0edd3a139a0ebf583a
https://doi.org/10.1007/978-3-030-59837-2_4
https://doi.org/10.1007/978-3-030-59837-2_4
Autor:
Ziad Kobeissi, Yves Achdou
Publikováno v:
Mathematics in Engineering, Vol 3, Iss 3, Pp 1-35 (2021)
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in a neighbo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdb2371fcb1eff93d1235b0d0549a50a
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783030598365
Lecture Notes in Mathematics
Lecture Notes in Mathematics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a98d4cb34998797a3e86f185a7c8b9a
https://doi.org/10.1007/978-3-030-59837-2
https://doi.org/10.1007/978-3-030-59837-2
Autor:
Alessio Porretta, Yves Achdou
Publikováno v:
Annales de l'Institut Henri Poincaré C, Analyse non linéaire. 35:443-480
We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton–Jacobi equation and a forward Kolmogorov equation both posed in (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd14464f9e09bba59a45a374d38f5aa3
https://doi.org/10.1016/j.anihpc.2017.06.001
https://doi.org/10.1016/j.anihpc.2017.06.001
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible