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Convergence of the solutions of the discounted Hamilton–Jacobi equation: Convergence of the discounted solutions

Inventiones mathematicae, 2016-10, Vol.206 (1), p.29-55

2016

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Learning in mean field games: The fictitious play

ESAIM. Control, optimisation and calculus of variations, 2017-04, Vol.23 (2), p.569-591

2017

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A STOCHASTIC CONTROL APPROACH TO NO-ARBITRAGE BOUNDS GIVEN MARGINALS, WITH AN APPLICATION TO LOOKBACK OPTIONS

The Annals of applied probability, 2014-02, Vol.24 (1), p.312-336

2014

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Stable solutions in potential mean field game systems

Nonlinear differential equations and applications, 2018-02, Vol.25 (1), Article 1

2018

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Vanishing contact structure problem and convergence of the viscosity solutions

Communications in partial differential equations, 2019-09, Vol.44 (9), p.801-836

2019

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The vanishing discount problem for Hamilton-Jacobi equations in the Euclidean space

Communications in partial differential equations, 2020-06, Vol.45 (6), p.525-560

2020

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A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays

International journal of control, 2022-10, Vol.95 (10), p.2611-2631

Zhou, Jianjun

2022

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Rate of convergence in periodic homogenization for convex Hamilton–Jacobi equations with multiscales

Nonlinearity, 2023-10, Vol.36 (10), p.5279-5297

2023

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Homogenization for sub-riemannian Lagrangians

Nonlinearity, 2023-06, Vol.36 (6), p.3043-3067

Sánchez Morgado, Héctor

2023

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Generalized characteristics and Lax–Oleinik operators: global theory

Calculus of variations and partial differential equations, 2017-10, Vol.56 (5), p.1-31, Article 125

2017

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Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process

Nonlinear differential equations and applications, 2015-12, Vol.22 (6), p.1607-1660

2015

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Populational adaptive evolution, chemotherapeutic resistance and multiple anti-cancer therapies

ESAIM. Mathematical modelling and numerical analysis, 2013-03, Vol.47 (2), p.377-399

2013

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On the (non) existence of viscosity solutions of multi-time Hamilton–Jacobi equations

Journal of Differential Equations, 2015-01, Vol.258 (2), p.362-378

2015

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A PROBABILISTIC NUMERICAL METHOD FOR FULLY NONLINEAR PARABOLIC PDES

The Annals of applied probability, 2011-08, Vol.21 (4), p.1322-1364

2011

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Discretization of the 3d monge−ampere operator, between wide stencils and power diagrams

ESAIM: Mathematical Modelling and Numerical Analysis, 2015-09, Vol.49 (5), p.1511-1523

Mirebeau, Jean-Marie

2015

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Eikonal equations on the Sierpinski gasket

Mathematische annalen, 2016-04, Vol.364 (3-4), p.1167-1188

2016

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A MONOTONE SCHEME FOR HIGH-DIMENSIONAL FULLY NONLINEAR PDES

The Annals of applied probability, 2015-06, Vol.25 (3), p.1540-1580

2015

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Essential Forward Weak KAM Solution for the Convex Hamilton—Jacobi Equation

Acta mathematica Sinica. English series, 2022-05, Vol.38 (5), p.797-806

2022

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Deterministic differential games in infinite horizon involving continuous and impulse controls

Journal of control and decision, 2023-09, p.1-25

2023

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Hedging with physical or cash settlement under transient multiplicative price impact

Finance and stochastics, 2024-04, Vol.28 (2), p.285-328

2024

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A nonlinear parabolic equation with discontinuity in the highest order and applications

Journal of Differential Equations, 2016-01, Vol.260 (2), p.1200-1227

2016

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Flux-limited and classical viscosity solutions for regional control problems

ESAIM. Control, optimisation and calculus of variations, 2018-10, Vol.24 (4), p.1881-1906

2018

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Optimal control of a viscous generalized θ-type dispersive equation with weak dissipation

Open mathematics (Warsaw, Poland), 2020-11, Vol.18 (1), p.1302-1316

2020

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Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem

Calculus of variations and partial differential equations, 2014-11, Vol.51 (3-4), p.539-553

Marchi, Claudio

2014

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Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions

Mathematics of operations research, 2020-05, Vol.45 (2), p.403-433

2020

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Convergence of the solutions of the discounted Hamilton–Jacobi equation: Convergence of the discounted solutions

Learning in mean field games: The fictitious play

A STOCHASTIC CONTROL APPROACH TO NO-ARBITRAGE BOUNDS GIVEN MARGINALS, WITH AN APPLICATION TO LOOKBACK OPTIONS

Stable solutions in potential mean field game systems

Vanishing contact structure problem and convergence of the viscosity solutions

The vanishing discount problem for Hamilton-Jacobi equations in the Euclidean space

A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays

Rate of convergence in periodic homogenization for convex Hamilton–Jacobi equations with multiscales

Homogenization for sub-riemannian Lagrangians

Generalized characteristics and Lax–Oleinik operators: global theory

Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process

Populational adaptive evolution, chemotherapeutic resistance and multiple anti-cancer therapies

On the (non) existence of viscosity solutions of multi-time Hamilton–Jacobi equations

A PROBABILISTIC NUMERICAL METHOD FOR FULLY NONLINEAR PARABOLIC PDES

Discretization of the 3d monge−ampere operator, between wide stencils and power diagrams

Eikonal equations on the Sierpinski gasket

A MONOTONE SCHEME FOR HIGH-DIMENSIONAL FULLY NONLINEAR PDES

Essential Forward Weak KAM Solution for the Convex Hamilton—Jacobi Equation

Deterministic differential games in infinite horizon involving continuous and impulse controls

Hedging with physical or cash settlement under transient multiplicative price impact

A nonlinear parabolic equation with discontinuity in the highest order and applications

Flux-limited and classical viscosity solutions for regional control problems

Optimal control of a viscous generalized θ-type dispersive equation with weak dissipation

Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem

Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions

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