Fokker-Planck equations of jumping particles and mean field games of impulse control
Annales de l'I.H.P. Analyse non linéaire, Tome 37 (2020) no. 5, pp. 1211-1244.
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This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix the sets from which the particles jump and explain how we can characterize such a density. We then investigate the coupled case in which the underlying impulse control problem depends on the density we are looking for: the mean field game of impulse control. In both cases, we give a variational characterization of the densities of jumping particles.

DOI : 10.1016/j.anihpc.2020.04.006
Mots-clés : Partial differential equations, Fokker-Planck equations, Impulse control, Mean field games 
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Bertucci, Charles. Fokker-Planck equations of jumping particles and mean field games of impulse control. Annales de l'I.H.P. Analyse non linéaire, Tome 37 (2020) no. 5, pp. 1211-1244. doi : 10.1016/j.anihpc.2020.04.006. http://www.numdam.org/articles/10.1016/j.anihpc.2020.04.006/

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