Gomes, Diogo; Gutierrez, Julian; Laurière, Mathieu Machine learning architectures for price formation models. (English) Zbl 1515.35277 Appl. Math. Optim. 88, No. 1, Paper No. 23, 41 p. (2023). MSC: 35Q89 49N80 68T07 PDFBibTeX XMLCite \textit{D. Gomes} et al., Appl. Math. Optim. 88, No. 1, Paper No. 23, 41 p. (2023; Zbl 1515.35277) Full Text: DOI arXiv
Laurière, Mathieu; Song, Jiahao; Tang, Qing Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians. (English) Zbl 1506.65125 Appl. Math. Optim. 87, No. 2, Paper No. 17, 34 p. (2023). MSC: 65M06 65H10 65F10 91A18 91A23 49N70 35R09 35Q91 35Q84 35F21 PDFBibTeX XMLCite \textit{M. Laurière} et al., Appl. Math. Optim. 87, No. 2, Paper No. 17, 34 p. (2023; Zbl 1506.65125) Full Text: DOI arXiv
Aurell, Alexander; Carmona, René; Laurière, Mathieu Stochastic graphon games. II: The linear-quadratic case. (English) Zbl 1498.91033 Appl. Math. Optim. 85, No. 3, Paper No. 39, 33 p. (2022). MSC: 91A15 91A07 91A43 60H30 PDFBibTeX XMLCite \textit{A. Aurell} et al., Appl. Math. Optim. 85, No. 3, Paper No. 39, 33 p. (2022; Zbl 1498.91033) Full Text: DOI arXiv
Achdou, Yves; Laurière, Mathieu Mean field type control with congestion. II: An augmented Lagrangian method. (English) Zbl 1360.65172 Appl. Math. Optim. 74, No. 3, 535-578 (2016). MSC: 65K10 65M06 49K20 49M20 35K40 35K55 35K65 35D30 49N70 PDFBibTeX XMLCite \textit{Y. Achdou} and \textit{M. Laurière}, Appl. Math. Optim. 74, No. 3, 535--578 (2016; Zbl 1360.65172) Full Text: DOI arXiv
Achdou, Yves; Laurière, Mathieu Mean field type control with congestion. (English) Zbl 1342.35136 Appl. Math. Optim. 73, No. 3, 393-418 (2016). MSC: 35K40 35K55 35K65 35D30 49N70 49K20 PDFBibTeX XMLCite \textit{Y. Achdou} and \textit{M. Laurière}, Appl. Math. Optim. 73, No. 3, 393--418 (2016; Zbl 1342.35136) Full Text: DOI arXiv