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A class of short-term models for the oil industry addressing speculative storage
Yves Achdou
,
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
,
Antoine Rostand
,
et al.
Finance and Stochastics, 2022, 26 (3), pp.631--669
Article dans une revue
hal-02517860v2
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Master equation for the finite state space planning problem
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
Archive for Rational Mechanics and Analysis, 2021
Article dans une revue
hal-02486548v2
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Mean field games with incomplete information
Charles Bertucci
2023
Pré-publication, Document de travail
hal-03666652v2
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STRATEGIC ADVANTAGES IN MEAN FIELD GAMES WITH A MAJOR PLAYER
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
2020
Pré-publication, Document de travail
hal-02471283v1
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Some remarks on Mean Field Games
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
2018
Pré-publication, Document de travail
hal-01851626v1
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Noise through an additional variable for mean field games master equation on finite state space
Charles Bertucci
,
Charles Meynard
2024
Pré-publication, Document de travail
hal-04444126v2
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Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
Charles Bertucci
2023
Pré-publication, Document de travail
hal-04118729v1
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A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
2023
Pré-publication, Document de travail
hal-03799871v2
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A two spaces extension of Cauchy-Lipschitz Theorem
Charles Bertucci
,
Pierre Louis Lions
2024
Pré-publication, Document de travail
hal-04482225v1
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Fokker-Planck equations of jumping particles and mean field games of impulse control.
Charles Bertucci
2018
Pré-publication, Document de travail
hal-01731631v2
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Mean field games master equations: from discrete to continuous state space
Charles Bertucci
,
Alekos Cecchin
2022
Pré-publication, Document de travail
hal-03855907v1
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Monotone solutions for mean field games master equations : finite state space and optimal stopping
Charles Bertucci
Journal de l'École polytechnique — Mathématiques, 2021, 8, pp.1099-1132
Article dans une revue
hal-02904533v2
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On Lipschitz solutions of mean field games master equations
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre-Louis Lions
2023
Pré-publication, Document de travail
hal-03980892v1
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Strategic geometric graphs through mean field games
Matthias Rakotomalala
,
Charles Bertucci
2024
Pré-publication, Document de travail
hal-04548364v1
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A spectral dominance approach to large random matrices
Charles Bertucci
,
Mérouane Debbah
,
Jean-Michel Lasry
,
Pierre-Louis Lions
Article dans une revue
hal-03228966v1
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A spectral dominance approach to large random matrices: part II
Charles Bertucci
,
Jean-Michel Lasry
,
Pierre Louis Lions
2024
Pré-publication, Document de travail
hal-04474892v2
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Monotone solutions for mean field games master equations : continuous state space and common noise
Charles Bertucci
Article dans une revue
hal-03291593v3
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Optimal stopping problem in mean field games
Charles Bertucci
General Mathematics [math.GM]. Université Paris sciences et lettres, 2018. English. ⟨NNT : 2018PSLED039⟩
Thèse
tel-02044208v1
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A remark on Uzawa's algorithm and an application to mean field games systems
Charles Bertucci
2018
Pré-publication, Document de travail
hal-01884238v1
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