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Pierre Cardaliaguet

Pierre Cardaliaguet

D-Index & Metrics

Mathematics

D-Index
42
Citations
6426
World Ranking
1812
National Ranking
107

Overview

Pierre Cardaliaguet is affiliated with Paris Dauphine University in France and has contributed extensively to the field of mathematics, with a significant focus on economics, econometrics, and finance. Their research encompasses a range of topics primarily centered around stochastic processes and their applications in finance, as well as geometric analysis and mathematical biology, among others.

Their notable recent papers include:

  • Forward and backward stochastic differential equations with normal constraints in law (2020, Stochastic Processes and their Applications)
  • Splitting methods and short time existence for the master equations in mean field games (2022, Journal of the European Mathematical Society)
  • An Algebraic Convergence Rate for the Optimal Control of McKean-Vlasov Dynamics (2023, SIAM Journal on Control and Optimization)
  • Convergence of some Mean Field Games systems to aggregation and flocking models (2020, arXiv (Cornell University))
  • Regularity of the value function and quantitative propagation of chaos for mean field control problems (2023, Nonlinear Differential Equations and Applications NoDEA)

Frequent collaborators in their research include Panagiotis E. Souganidis, Nicolas Forcadel, Alessio Porretta, Joe Jackson, and Régis Monneau.

Their publications often appear in venues such as:

  • arXiv (Cornell University)
  • SIAM Journal on Control and Optimization
  • Nonlinear Differential Equations and Applications NoDEA
  • SIAM Journal on Mathematical Analysis
  • The Annals of Applied Probability

The main fields of study they contribute to are:

  • Mathematics
  • Economics, Econometrics and Finance

Subfields of particular focus include:

  • Finance
  • Mathematical Physics
  • Applied Mathematics
  • Modeling and Simulation
  • Control and Systems Engineering

The topics covered in their research reflect a broad interest in the interaction between stochastic processes and applied fields, including:

  • Stochastic processes and financial applications
  • Stochastic processes and statistical mechanics
  • Geometric Analysis and Curvature Flows
  • Mathematical Biology Tumor Growth
  • Traffic control and management
  • Markov Chains and Monte Carlo Methods
  • Insurance, Mortality, Demography, Risk Management

Best Publications

  • The Master Equation and the Convergence Problem in Mean Field Games

    Pierre Cardaliaguet;François Delarue;Jean-Michel Lasry;Pierre Louis Lions

  • Set-Valued Numerical Analysis for Optimal Control and Differential Games

    Pierre Cardaliaguet;Marc Quincampoix;Patrick Saint-Pierre

  • Original Contribution: Approximation of a function and its derivative with a neural network

    Pierre Cardaliaguet;Guillaume Euvrard

  • The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)

    Pierre Cardaliaguet;François Delarue;Jean-Michel Lasry;Pierre-Louis Lions

  • Mean field game of controls and an application to trade crowding

    Pierre Cardaliaguet;Charles-Albert Lehalle;Charles-Albert Lehalle

  • Second order mean field games with degenerate diffusion and local coupling

    Pierre Cardaliaguet;P. Jameson Graber;Alessio Porretta;Daniela Tonon

  • Long time average of mean field games

    Pierre Cardaliaguet;Jean-Michel Lasry;Pierre-Louis Lions;Alessio Porretta

  • Long Time Average of Mean Field Games with a Nonlocal Coupling

    Pierre Cardaliaguet;Jean-Michel Lasry;Pierre Louis Lions;Alessio Porretta

  • Weak Solutions for First Order Mean Field Games with Local Coupling

    Pierre Cardaliaguet

  • Mean field games systems of first order

    Pierre Cardaliaguet;Philip Jameson Graber

  • A differential game with two players and one target

    Pierre Cardaliaguet

  • Some Recent Aspects of Differential Game Theory

    Rainer Buckdahn;Pierre Cardaliaguet;Marc Quincampoix

  • Pursuit Differential Games with State Constraints

    Pierre Cardaliaguet;Marc Quincampoix;Patrick Saint-Pierre

  • Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games

    Rainer Buckdahn;Pierre Cardaliaguet;Catherine Rainer

  • Optimal times for constrained nonlinear control problems without local controllability

    P. Cardaliaguet;M. Quincampoix;P. Saint-Pierre

  • First Order Mean Field Games with Density Constraints: Pressure Equals Price

    Pierre Cardaliaguet;Alpár Richárd Mészáros;Filippo Santambrogio

  • Learning in mean field games: The fictitious play

    Pierre Cardaliaguet;Saeed Hadikhanloo

  • Long Time Average of First Order Mean Field Games and Weak KAM Theory

    Pierre Cardaliaguet

  • Representation of equilibrium solutions to the table problem of growing sandpiles

    Piermarco Cannarsa;Pierre Cardaliaguet

  • Stochastic Differential Games with Asymmetric Information

    Pierre Cardaliaguet;Catherine Rainer

  • Mean Field Games: Cetraro, Italy 2019

    Yves Achdou;Pierre Cardaliaguet;François Delarue;Alessio Porretta

Frequent Co-Authors

Marc Quincampoix
Marc Quincampoix University of Western Brittany
Panagiotis E. Souganidis
Panagiotis E. Souganidis University of Chicago
Piermarco Cannarsa
Piermarco Cannarsa University of Rome Tor Vergata
Alessio Porretta
Alessio Porretta University of Rome Tor Vergata
Pierre-Louis Lions
Pierre-Louis Lions Collège de France
Guy Barles
Guy Barles François Rabelais University
Guillaume Carlier
Guillaume Carlier Paris Dauphine University
Filippo Santambrogio
Filippo Santambrogio Claude Bernard University Lyon 1
Luis Silvestre
Luis Silvestre University of Chicago

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