Franccois Delarue

Finance · 2006–2018

A researcher in the Science corpus: 6 papers; trusts 38 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Finance — 81 citations into it; #1,023 of 10,518 by trust here, #1,981 by citations
• Economics and Econometrics — 47 citations into it
• Applied Mathematics — 19 citations into it
• Demography — 17 citations into it
• Mathematical Physics — 14 citations into it; #894 of 8,562 by trust here, #1,050 by citations
• Statistical and Nonlinear Physics — 14 citations into it
• Management Science and Operations Research — 12 citations into it
• Modeling and Simulation — 12 citations into it; #665 of 2,105 by trust here, #1,337 by citations

Whom Franccois Delarue trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. François Delarue
2. René A. Carmona
3. Daniel Lacker
4. Gilles Pagès
5. Jean-Michel Lasry
6. Bruno Bouchard
7. Jin Ma
8. Vlad Bally
9. Alain Bensoussan
10. Pierre-Louis Lions

Who trusts Franccois Delarue overall

1. Adrien Richou
2. Jean-François Chassagneux
3. Huyen Pham
4. Chenchen Mou
5. Christian Bender
6. Jianfeng Zhang
7. François Delarue
8. Martin Hutzenthaler
9. Christian Beck
10. Weidong Zhao

Papers from Franccois Delarue's perspective

Ordered by how strongly the researchers Franccois Delarue trusts endorse each paper. Same corpus, a different order for every researcher.

1. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
2. Mean field games
3. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
4. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
5. Forward-Backward Stochastic Differential Equations and their Applications
6. A probabilistic weak formulation of mean field games and applications
7. Uniqueness of solutions of stochastic differential equations
8. Optimal Transport: Old and New
9. Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (SIAM Journal of Control and Optimization)
10. Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

Their papers

• A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs (2006) — 154 citations
• Selection of equilibria in a linear quadratic mean-field game (2018) — 71 citations
• Numerical method for FBSDEs of McKean–Vlasov type (2017) — 64 citations
• The Master Equation and the Convergence Problem in Mean Field Games (2015) — 590 citations
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (2014) — 160 citations
• Global solvability of a networked integrate-and-fire model of McKean–Vlasov type (2012) — 141 citations