11:15 to 12:30
Seminar

Study of Hamilton-Jacobi type equations in stochastic optimal control models for market making. Asymptotic analysis and spectral approximations

Olivier Guéant
Applied mathematics
11:15 to 12:30
    Mireille-Delmas-Marty Amphitheater, Marcelin-Berthelot Site
    Open to all, subject to availability
    -

    Speaker(s)

    Olivier Guéant

    ENSAE ParisTech

    Events

    Singularities and discontinuities in Hamilton-Jacobi equations (1)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (2)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Singularities and discontinuities in Hamilton-Jacobi equations (3)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (4)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    On the notion of curvature in Regge calculus
    Snorre H. Christiansen

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (5)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (6)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Numerical methods for gradient flows in Wasserstein space
    Guillaume Carlier

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (7)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (8)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Onset of Instability for a Class of Non-Linear PDE Systems
    Nicolas Lerner

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (9)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (10)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Rank dynamics and applications
    Yann Brenier

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (11)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (12)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Symmetry and symmetry breaking in Caffarelli-Kohn-Nirenberg inequalities
    Jean Dolbeault

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (13)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (14)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Singularities and discontinuities in Hamilton-Jacobi equations (15)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (16)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    A new class of nonlinear Kolmogorov equations
    Pierre-Louis Lions

    Seminar
    11:15 to 12:30

    Singularities and discontinuities in Hamilton-Jacobi equations (17)
    Pierre-Louis Lions

    Lecture
    09:00 to 10:00

    Singularities and discontinuities in Hamilton-Jacobi equations (18)
    Pierre-Louis Lions

    Lecture
    10:00 to 11:00

    Viscosity solutions for path-dependent PDEs
    Nizar Touzi

    Seminar
    11:15 to 12:30

    Hamilton-Jacobi equations with discontinuities : homogenization and dimension reduction
    Yves Achdou

    Seminar
    11:15 to 12:30

    Harnack inequality for hypoelliptic kinetic equations with non-regular coefficients
    Cyril Imbert

    Seminar
    11:15 to 12:30

    On the edge of certain interacting particle systems derived from or inspired by random matrix models
    Djalil Chafaï

    Seminar
    11:15 to 12:30

    The Fourier transform on the Heisenberg group : the " functions …
    Jean-Yves Chemin

    Seminar
    11:15 to 12:30

    Stochastic homogenization of non-convex Hamilton-Jacobi equations : a counterexample
    Bruno Ziliotto

    Seminar
    11:15 to 12:30

    Homogeneous Landau equation : uniqueness, particle approximation
    Nicolas Fournier

    Seminar
    11:15 to 12:30

    Approximate Lax pairs and numerical simulation in cardiac electrophysiology
    Jean-Frédéric Gerbeau

    Seminar
    11:15 to 12:30

    Scalar Conservation Laws with Rough Time Dependence
    Panagiotis Souganidis

    Seminar
    11:15 to 12:30

    From the N-body quantum problem to the Vlasov equation
    François Golse

    Seminar
    11:15 to 12:30

    Study of Hamilton-Jacobi type equations in stochastic optimal control models for market making.…
    Olivier Guéant

    Seminar
    11:15 to 12:30

    Liouville's quantum theory or the probabilistic theory of uniformization
    Rémi Rhodes

    Seminar
    11:15 to 12:30

    See also

    Lecture related to the seminar: Singularities and discontinuities in Hamilton-Jacobi equations
    Pierre-Louis Lions, chair Partial Differential Equations and Applications
    Applied mathematics