Contributions à l'approche par programmation linéaire pour les jeux à champ moyen et applications aux marchés de l'électricité

Autor: Leutscher de las Nieves, Marcos

This thesis presents three main contributions related to the linear programming approach for mean field games (MFGs).The first part of the thesis is concerned with the theoretical aspects of MFGs allowing simultaneously for optimal stopping, stochast

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______166::d1aefc2a96bd9d51352da10f4a57dae8
https://theses.hal.science/tel-03921273

Jeux à champ moyen et transport optimal dans la modélisation urbaine

Autor: Petit, Quentin

The labour market is closely linked to the rental markets for professionals and for individuals. The purpose of this thesis is to study the interactions of these markets.In a first step, we develop and study a mean field game model that links the lab

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______166::3daa9aa02793fe92c7e4a133ec256a2f
https://theses.hal.science/tel-03677523

Some results on the McKean–Vlasov optimal control and mean field games: Limit theorems, dynamic programming principle and numerical approximations

Autor: Djete, Mao Fabrice

Publikováno v: Mathematics [math]. Université Paris Dauphine, 2020. English

This thesis is formulated in three parts with eight chapters and presents a research topic dealing with controlled processes/particles/agents in interaction.In the first part of the dissertation, we focus our attention on the study of interacting con

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______212::6307de846a3cce2d8934e33aa727b03e
https://hal.archives-ouvertes.fr/tel-03142198/document

Sur la convergence en temps long des jeux à champ moyen de type potentiel

Autor: Masoero, Marco

Publikováno v: Probability [math.PR]. Université Paris sciences et lettres; École nationale supérieure des mines (Paris), 2019. English. ⟨NNT : 2019PSLED057⟩

The purpose of this thesis is to shed some light on the long time behavior of potential Mean Field Games (MFG), regardless of the convexity of the minimization problem associated. For finite dimensional Hamiltonian systems, problems of the same natur

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d2b8bfae688e5c57bb8b77aeef9c5a08
https://tel.archives-ouvertes.fr/tel-03222267/file/2019PSLED057.pdf

Sur la Théorie des Jeux à Champ Moyen & Applications en Economie et en Finance Quantitative

Autor: Mouzouni, Charafeddine

Publikováno v: Analysis of PDEs [math.AP]. Ecole Centrale Lyon, 2019. English

Les systèmes de jeux à champ moyen (MFG) décrivent des configurations d’équilibre dans des jeux différentiels avec un nombre infini d’agents infinitésimaux. Cette thèse s’articule autour de trois contributions différentes à la théorie

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______2592::aa20a7763f8aac5482571e194a01abb5
https://hal.archives-ouvertes.fr/tel-02084892