Mao Fabrice Djete

发表

Mean Field Game of Mutual Holding

Nizar Touzi, Mao Fabrice Djete, 2021 .

Large population games with interactions through controls and common noise: convergence results and equivalence between $open$--$loop$ and $closed$--$loop$ controls

Mao Fabrice Djete, 2021 .

McKean–Vlasov optimal control: The dynamic programming principle

Mao Fabrice Djete, Xiaolu Tan, Dylan Possamai, 2019, The Annals of Probability.

Extended mean field control problem: a propagation of chaos result

Mao Fabrice Djete, 2020, Electronic Journal of Probability.

Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models

Mao Fabrice Djete, 2022, 2208.09986.

McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations

Mao Fabrice Djete, Xiaolu Tan, Dylan Possamaï, 2020, Math. Oper. Res..

Extended mean field control problem: a propagation of chaos result

Mao Fabrice Djete, 2020, Electronic Journal of Probability.

Mean field games of controls: On the convergence of Nash equilibria

Mao Fabrice Djete, 2020, The Annals of Applied Probability.

Large population games with interactions through controls and common noise: convergence results and equivalence between open–loop and closed–loop controls

Mao Fabrice Djete, 2021, ESAIM: Control, Optimisation and Calculus of Variations.

Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition

Mao Fabrice Djete, 2023, 2309.00640.

Mean field game of mutual holding with defaultable agents, and systemic risk

Mao Fabrice Djete, N. Touzi, Gaoyue Guo, 2023, 2303.07996.

Mean Field Game of Mutual Holding

Mao Fabrice Djete, N. Touzi, 2021, 2104.03884.