• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Fokker-Planck equations of jumping particles and mean field games of impulse control

Thumbnail
View/Open
1803.06126(1).pdf (390.4Kb)
Date
2018
Publishing date
2018
Collection title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Link to item file
https://hal.archives-ouvertes.fr/hal-01731631
Dewey
Analyse
Sujet
mean field games of impulse control; jumping particles
URI
https://basepub.dauphine.fr/handle/123456789/17959
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Bertucci, Charles
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Document de travail / Working paper
Item number of pages
49
Abstract (EN)
This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix sets on which the particles jump and explain how we can characterize such a density. We then investigate the coupled case in which the underlying impulse control problem depends on the density we are looking for : the mean field games of impulse control. In both cases, we give a variational characterization of the densities of jumping particles.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.