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dc.contributor.authorBertucci, Charles
dc.date.accessioned2018-09-05T13:38:34Z
dc.date.available2018-09-05T13:38:34Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17959
dc.language.isoenen
dc.subjectmean field games of impulse controlen
dc.subjectjumping particlesen
dc.subject.ddc515en
dc.titleFokker-Planck equations of jumping particles and mean field games of impulse controlen
dc.typeDocument de travail / Working paper
dc.description.abstractenThis 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.en
dc.identifier.citationpages49en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01731631en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2018
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2018-09-05T13:35:14Z
hal.person.labIds60


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