Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Interactions and incitatives : between contract theory and mean-field games.

Asymétrie d'information, Contract theory, Contrôle d'épidémie, Contrôle stochastique, Energy demand management, Epidemic control, Gestion de la demande en énergie, Information asymmetry, Jeu à champs moyen, Mean-Field games, Stochastic control, Théorie des contrats

Augmented Lagrangian methods for transport optimization, Mean-Field Games and degenerate PDEs.

Augmented Lagrangian, Degenerate elliptic PDEs, Mean-Field Games, Monge Problem, Optimal Transport

An entropy minimization approach to second-order variational mean-field games.

Entropy minimization, Fokker-Planck equation, Mean-Field Games, Schrödinger bridges, Sinkhorn algorithm, Sinkhorn algorithm MS, Γ-convergence entropy minimization

Optimal transport and Cournot-Nash equilibria.

Convexity along generalised geodesics, Cournot-Nash equilibria, Externalities, Mean-field games, Monge-Amp\ère equations, Optimal transport

An entropy minimization approach to second-order variational mean-field games.

Entropy minimization, Fokker-Planck equation, Mean-Field Games, Schrödinger bridges, Sinkhorn algorithm, Γ-convergence entropy minimization

Interactions and incitatives : between contract theory and mean-field games.

Asymétrie d'information, Contract theory, Contrôle d'épidémie, Contrôle stochastique, Energy demand management, Epidemic control, Gestion de la demande en énergie, Information asymmetry, Jeu à champs moyen, Mean-Field games, Stochastic control, Théorie des contrats

The entry and exit game in the electricity markets: A mean-field game approach.

Electricity markets, Mean-field games, Optimal stopping, Renewable energy

Numerical resolution of McKean-Vlasov FBSDEs using neural networks *.

Deep BSDE, Machine learning, McKean-Vlasov FBSDEs, Mean-field games, Neural networks