Research

The Dynamics of Instability

Short abstract
Even if pure instability does not generate any short term expected gains, players with opposed interests can leverage it to obtain long term changes. In equilibrium, the least favored player uses instability in a decreasing manner as we get closer to a stable state; long run outcome exhibit path dependency and can sustain high inequity.
with Duarte Gonçalves. forthcoming at Theoretical Economics.
A Mean-Field Game Model for the Evolution of Cities

Short abstract
We propose a MFG model for the evolution of residents and firms densities, coupled both by labour market equilibrium conditions and competition for land use; the former induces a new optimal transport coupling in the system of two HJB and two Fokker-Planck equations. This MFG has a convex potential which enables us to find weak solutions by a variational approach. In the case of quadratic Hamiltonians, we reformulate the problem in Lagrangian terms and develop a numerical solution method.
with Guillaume Carlier and Jean-Michel Lasry, Journal of Dynamics and Games, July 2021, 8(3): 299-329. doi: 10.3934/jdg.2021017.
additional figures | slides

Cultural transmission and historical origins of beliefs about climate risk.
with Palaash Bhargava

Stability with complementarities in decentralized many-to-one matching markets (2019)
Masters Thesis, M2 APE, Paris School of Economics
Optimal transport coupling in multi-population mean field games (2018)
Masters Thesis, M2 Mathematiques de la Modelisation, UPMC Jussieu