Page not found. Your pixels are in another canvas.
A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
I am a **third year PhD Student in Economics** at **Columbia University**, New York.
This is a page not in th emain menu
with Guillaume Carlier and Jean-Michel Lasry.
We propose a (toy) MFG model for the evolution of residents and firms densities, coupled both by labour market equilibrium conditions at each time and competition for land use (congestion). This results in a system of two Hamilton-Jacobi-Bellman and two Fokker-Planck equations with a new form of coupling related to optimal transport. This MFG has a convex potential which enables us to find weak so- lutions by a variational approach. In the case of quadratic Hamil- tonians, the problem can be reformulated in Lagrangian terms and solved numerically by an IPFP/Sinkhorn-like scheme as in . We present numerical results based on this approach, these simulations exhibit different behaviours with either residential or business centers depending on the initial conditions and parameters.
Main instructor, Columbia University, 2021