Jean-Michel Lasry

From MaRDI portal
Person:186803

Available identifiers

zbMath Open lasry.jean-michelWikidataQ3168061 ScholiaQ3168061MaRDI QIDQ186803

List of research outcomes

PublicationDate of PublicationType
On Lipschitz solutions of mean field games master equations2023-02-10Paper
Simulating numerically the Krusell-Smith model with neural networks2022-11-14Paper
A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem2022-10-06Paper
A spectral dominance approach to large random matrices2022-07-13Paper
A class of short-term models for the oil industry that accounts for speculative oil storage2022-07-05Paper
Dimension reduction techniques in deterministic mean field games2022-05-09Paper
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach2022-03-16Paper
A mean field game model for the evolution of cities2021-12-17Paper
Master equation for the finite state space planning problem2021-08-27Paper
Strategic advantages in mean field games with a major player2020-08-03Paper
Mean Field Game Approach to Bitcoin Mining2020-04-17Paper
A class of short-term models for the oil industry addressing speculative storage2020-03-26Paper
Mean Field Games for Modeling Crowd Motion2019-07-17Paper
Some remarks on mean field games2019-05-14Paper
The Dynamics of Inequality2019-01-31Paper
The Master Equation and the Convergence Problem in Mean Field Games2018-11-30Paper
Optimal Real-Time Bidding Strategies2018-09-26Paper
Mean-field games with a major player2018-08-14Paper
A long-term mathematical model for mining industries2017-04-03Paper
Partial differential equation models in macroeconomics2017-01-13Paper
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis2016-06-29Paper
Long Time Average of Mean Field Games with a Nonlocal Coupling2014-01-27Paper
Long time average of mean field games2013-03-21Paper
Mean Field Games and Applications2010-12-14Paper
Large investor trading impacts on volatility2009-02-26Paper
Mean field games2009-02-06Paper
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values2008-01-14Paper
Large Investor Trading Impacts on Volatility2008-01-14Paper
Mean field games. II: Finite horizon and optimal control2007-03-02Paper
Towards a self-consistent theory of volatility2007-02-13Paper
Mean field games. I: The stationary case2006-12-14Paper
Une classe nouvelle de problèmes singuliers de contrôle stochastique2001-10-30Paper
Applications of Malliavin calculus to Monte-Carlo methods in finance. II2001-07-11Paper
Contrôle stochastique avec informations partielles et applications à la Finance2000-06-07Paper
Applications of Malliavin calculus to Monte Carlo methods in finance2000-05-24Paper
https://portal.mardi4nfdi.de/entity/Q43565861998-10-12Paper
https://portal.mardi4nfdi.de/entity/Q43565851997-10-01Paper
https://portal.mardi4nfdi.de/entity/Q48668511996-02-26Paper
https://portal.mardi4nfdi.de/entity/Q40321211993-04-28Paper
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints1992-06-28Paper
Existence of equilibrium with incomplete markets1990-01-01Paper
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34846631989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37686471987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38193701987-01-01Paper
A remark on regularization in Hilbert spaces1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37242161986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37306771986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33301871985-01-01Paper
Existence of multiple periodic orbits on star‐shaped hamiltonian surfaces1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37052521985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36845071984-01-01Paper
Periodic solutions of functional differential inclusions and fixed points of \(\sigma\)-selectionable correspondences1983-01-01Paper
Selective stabilization of muscle innervation during development: A mathematical model1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30405911983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33273811983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33434821983-01-01Paper
A mathematical model of solar flares1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47439321982-01-01Paper
On the set of solutions to a semilinear parabolic equation1982-01-01Paper
On the number of periodic trajectories for a Hamiltonian flow on a convex energy surface1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38952491980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41805951979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41651841977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41045831976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41124751976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41163631976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41169981976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41175591976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40599691975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40645771975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40647181975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41261911975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41300141974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41360931974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47682351973-01-01Paper
Intégrandes normales et mesures paramétrées en calcul des variations1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806781973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56793771972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806961972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56374901971-01-01Paper

Research outcomes over time


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