Preprints :

  • Growth model with externalities for energetic transition via MFG with common external variable. Pierre Lavigne, Quentin Petit, Xavier Warin. 2025. Available at Arxiv.

  • Decarbonization of financial markets: a mean-field game approach. Pierre Lavigne and Peter Tankov. 2023. Available at Arxiv.

Published articles :

  • Generalized conditional gradient and learning in potential mean field games. Pierre Lavigne and Laurent Pfeiffer. Applied Mathematics & Optimization, 2023. Paper, Arxiv.

  • Discrete potential mean field games: duality and numerical resolution. J. Frédéric Bonnans, Pierre Lavigne and Laurent Pfeiffer. Mathematical Programming, 2023. Paper, HAL with Code.

  • Discrete-time mean field games with risk-averse agents. J. Frédéric Bonnans, Pierre Lavigne, Laurent Pfeiffer. ESAIM: Control, Optimisation and Calculus of Variations, 2021. Paper, Arxiv.