Partial differential equation models in macroeconomics
Achdou, Yves; Buera, Francisco J.; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin (2014), Partial differential equation models in macroeconomics, Philosophical Transactions. Physical, Mathematical and Engineering Sciences, 372. 10.1098/rsta.2013.0397
TypeArticle accepté pour publication ou publié
Journal namePhilosophical Transactions. Physical, Mathematical and Engineering Sciences
MetadataShow full item record
Laboratoire Jacques-Louis Lions [LJLL (UMR_7598)]
Buera, Francisco J.
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Department of Economics - Princeton University
Abstract (EN)The purpose of this article is to get mathematicians interested in studying a number of PDEs that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research.
Subjects / Keywordsheterogeneous agents; mean field games; income and wealth distribution; firm size distribution
Showing items related by title and author.
Achdou, Yves; Han, Jiequn; Lasry, Jean-Michel; Lions, Pierre Louis; Moll, Benjamin (2022) Article accepté pour publication ou publié
Achdou, Yves; Bertucci, Charles; Lasry, Jean-Michel; Lions, Pierre-Louis; Rostand, Antoine; Scheinkman, José (2022) Article accepté pour publication ou publié
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints Lasry, Jean-Michel; Lions, Pierre-Louis (1989) Article accepté pour publication ou publié