Concepedia

François Delarue

FD

39

Publications

2.9K

Citations

25

H-Index

2002

Active since

Affiliations

Laboratoire Jean-Alexandre Dieudonné(Current)

Université Côte d'Azur

Centre National de la Recherche Scientifique

Université Paris Cité

Princeton University

François Delarue is an author at Laboratoire Jean-Alexandre Dieudonné specializing in engineering, probability theory, and stochastic analysis.

Top concepts

EngineeringProbabilityStochastic AnalysisGame TheoryGamesStochastic ProcessesStochastic CalculusComputational Game TheoryBusinessNumerical Analysis

Publications per year

2002–2024

39

Publications

39

Probabilistic Analysis of Mean-Field Games

René Carmona, François Delarue · SIAM Journal on Control and Optimization · 2013 · 437 citations

Mathematical Programming, Differential Game, Complete Probabilistic Analysis +14

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

François Delarue · Stochastic Processes and their Applications · 2002 · 272 citations

Monge-ampere Equation, Elliptic Equation, Global Analysis +4

Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics

René Carmona, François Delarue · The Annals of Probability · 2015 · 245 citations

Optimal Control, Engineering, Stochastic Game +13

Control of McKean–Vlasov dynamics versus mean field games

René Carmona, François Delarue, Aimé Lachapelle · Mathematics and Financial Economics · 2012 · 239 citations · Full text

Differential Game, Mean Field Games, Stochastic Game +3

Mean field games with common noise

René Carmona, François Delarue, Daniel Lacker · The Annals of Probability · 2016 · 187 citations

Engineering, Mean Field Games, Game Theory +16

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