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Pierre Lavigne
Pierre Lavigne
Université Nice Côte d'Azur
Verified email at unice.fr - Homepage
Title
Cited by
Cited by
Year
Generalized conditional gradient and learning in potential mean field games
P Lavigne, L Pfeiffer
Applied Mathematics & Optimization 88 (3), 89, 2023
21*2023
Discrete potential mean field games: duality and numerical resolution
JF Bonnans, P Lavigne, L Pfeiffer
Mathematical Programming, 1-38, 2023
122023
Discrete-time mean field games with risk-averse agents
JF Bonnans, P Lavigne, L Pfeiffer
ESAIM: Control, Optimisation and Calculus of Variations 27, 44, 2021
72021
Decarbonization of financial markets: a mean-field game approach
P Lavigne, P Tankov
arXiv preprint arXiv:2301.09163, 2023
42023
Mean field games: numerical methods and case of risk-averse agents
P Lavigne
Institut polytechnique de Paris, 2021
2021
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Articles 1–5