Publications
Articles
Bertucci C., Lasry J-M., Lions P-L. (2025), A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem, Mathematical Models and Methods in Applied Sciences, vol. 35, n°03, p. 703-731 
Bertucci C., Bertucci L., Delaunay M., Guéant O., Lesbre M. (2025), Agents' Behavior and Interest Rate Model Optimization in DeFi Lending, Mathematical Finance
Bertucci C., Lasry J-M., Lions P-L. (2024), On Lipschitz solutions of mean field games master equations, Journal of Functional Analysis, vol. 287, n°5
Bertucci C., Lasry J-M., Lions P-L. (2024), A spectral dominance approach to large random matrices: Part II, Journal de mathématiques pures et appliquées, vol. 192, p. 103630
Achdou Y., Bertucci C., Lasry J-M., Lions P-L., Rostand A., Scheinkman J. (2022), A class of short-term models for the oil industry addressing speculative storage, Finance and Stochastics, vol. 26, p. 631–669
Bertucci C., Debbah M., Lasry J-M., Lions P-L. (2022), A Spectral Dominance Approach to Large Random Matrices, Journal de mathématiques pures et appliquées, vol. 164, p. 27-56
Bertucci C., Lasry J-M., Lions P-L. (2021), Master equation for the finite state space planning problem, Archive for Rational Mechanics and Analysis, vol. 242, p. 327–342
Bertucci C. (2020), Fokker-Planck equations of jumping particles and mean field games of impulse control, Annales de l'Institut Henri Poincaré (C) Analyse non linéaire, vol. 37, n°5, p. 1211-1244
Bertucci C., Lasry J-M., Lions P-L. (2020), Strategic advantages in mean field games with a major player, Comptes rendus. Mathématique, vol. 358, n°2, p. 113-118
Bertucci C. (2020), A remark on Uzawa's algorithm and an application to mean field games systems, ESAIM: Mathematical Modelling and Numerical Analysis, vol. 54, n°3, p. 1053 - 1071
Bertucci C., Lasry J., Lions P. (2019), Some remarks on Mean Field Games, Communications in Partial Differential Equations, vol. 44, n°3, p. 205-227
Prépublications / Cahiers de recherche
Bertucci C., Lions P-L. (2024), A two spaces extension of Cauchy-Lipschitz Theorem, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 6 p.
Bertucci C., Lions P-L. (2024), An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 16 p.