Pierre Cardaliaguet

Finance · 2003–2020

A researcher in the Science corpus: 15 papers; trusts 51 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Finance — 110 citations into it; #1,155 of 10,518 by trust here, #1,477 by citations
• Economics and Econometrics — 90 citations into it; #11,034 of 23,481 by trust here, #12,103 by citations
• Applied Mathematics — 59 citations into it; #899 of 7,620 by trust here, #1,177 by citations
• Mathematical Physics — 40 citations into it; #3,735 of 8,562 by trust here, #1,515 by citations
• Modeling and Simulation — 29 citations into it; #1,749 of 2,105 by trust here, #1,001 by citations
• Statistical and Nonlinear Physics — 28 citations into it
• Computational Theory and Mathematics — 26 citations into it
• Management Science and Operations Research — 18 citations into it; #10,931 of 11,946 by trust here, #6,314 by citations

Whom Pierre Cardaliaguet trusts overall

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

1. Jean-Michel Lasry
2. Luigi Ambrosio
3. Peter E. Caines
4. Pierre-Louis Lions
5. René A. Carmona
6. Minyi Huang
7. Hitoshi Ishii
8. Diogo A. Gomes
9. François Delarue
10. Cédric Villani

Who trusts Pierre Cardaliaguet overall

1. Daniel Lacker
2. Diogo A. Gomes
3. P. J. Graber
4. Charles Bertucci
5. Alessio Porretta
6. Wilfrid Gangbo
7. François Delarue
8. Edgard A. Pimentel
9. Jiequn Han
10. Jean-François Chassagneux

Papers from Pierre Cardaliaguet's perspective

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

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Topics in Optimal Transportation
3. A reference case for mean field games models
4. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
5. THE VARIATIONAL FORMULATION OF THE FOKKER-PLANCK EQUATION
6. Mass transportation problems
7. THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
8. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
9. Optimal Transport: Old and New
10. Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (SIAM Journal of Control and Optimization)

Their papers

• Mean field game of controls and an application to trade crowding (2016) — 270 citations
• Mean Field Games (2020) — 215 citations
• Stochastic Differential Games with Asymmetric Information (2007) — 83 citations
• Conditional Essential Suprema with Applications (2003) — 51 citations
• Stable solutions in potential mean field game systems (2016) — 77 citations
• Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations (2012) — 61 citations
• Splitting methods and short time existence for the master equations in mean field games (2020) — 52 citations
• An Introduction to Mean Field Game Theory (2020) — 81 citations
• Mean field games with state constraints: from mild to pointwise solutions of the PDE system (2018) — 52 citations
• Long time behavior of the master equation in mean field game theory (2017) — 70 citations
• The Master Equation and the Convergence Problem in Mean Field Games (2015) — 590 citations
• Second order mean field games with degenerate diffusion and local coupling (2014) — 184 citations
• Mean field games systems of first order (2014) — 156 citations
• Weak Solutions for First Order Mean Field Games with Local Coupling (2013) — 155 citations
• Geodesics for a class of distances in the space of probability measures (2012) — 51 citations