Kamu erişimi zorunlu olan makaleler - Daniel LackerDaha fazla bilgi edinin
Bir yerde sunuluyor: 24
Mean field games with common noise
R Carmona, F Delarue, D Lacker
Zorunlu olanlar: US National Science Foundation
A general characterization of the mean field limit for stochastic differential games
D Lacker
Probability Theory and Related Fields 165, 581-648, 2016
Zorunlu olanlar: US National Science Foundation
Limit theory for controlled McKean--Vlasov dynamics
D Lacker
SIAM Journal on Control and Optimization 55 (3), 1641-1672, 2017
Zorunlu olanlar: US National Science Foundation
Mean field and n‐agent games for optimal investment under relative performance criteria
D Lacker, T Zariphopoulou
Mathematical Finance 29 (4), 1003-1038, 2019
Zorunlu olanlar: US National Science Foundation
From the master equation to mean field game limit theory: a central limit theorem
F Delarue, D Lacker, K Ramanan
Zorunlu olanlar: US National Science Foundation, Agence Nationale de la Recherche
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
D Lacker
Probability and Mathematical Physics 4 (2), 377-432, 2023
Zorunlu olanlar: US Department of Defense
From the master equation to mean field game limit theory
F Delarue, D Lacker, K Ramanan
The Annals of Probability 48 (1), 211-263, 2020
Zorunlu olanlar: US National Science Foundation, Agence Nationale de la Recherche
Sharp uniform-in-time propagation of chaos
D Lacker, L Le Flem
Probability Theory and Related Fields 187 (1-2), 443-480, 2023
Zorunlu olanlar: US National Science Foundation, US Department of Defense
A case study on stochastic games on large graphs in mean field and sparse regimes
D Lacker, A Soret
Mathematics of Operations Research 47 (2), 1530-1565, 2022
Zorunlu olanlar: US Department of Defense
Superposition and mimicking theorems for conditional McKean–Vlasov equations
D Lacker, M Shkolnikov, J Zhang
Journal of the European Mathematical Society 25 (8), 3229-3288, 2022
Zorunlu olanlar: US National Science Foundation
Inverting the Markovian projection, with an application to local stochastic volatility models
D Lacker, M Shkolnikov, J Zhang
Zorunlu olanlar: US National Science Foundation
Closed-loop convergence for mean field games with common noise
D Lacker, L Le Flem
The Annals of Applied Probability 33 (4), 2681-2733, 2023
Zorunlu olanlar: US Department of Defense
Local weak convergence for sparse networks of interacting processes
D Lacker, K Ramanan, R Wu
The Annals of Applied Probability 33 (2), 843-888, 2023
Zorunlu olanlar: US Department of Defense
Liquidity, risk measures, and concentration of measure
D Lacker
Mathematics of Operations Research 43 (3), 813-837, 2018
Zorunlu olanlar: US National Science Foundation
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
D Lacker, A Soret
Mathematics of Operations Research 48 (4), 1987-2018, 2023
Zorunlu olanlar: US National Science Foundation, US Department of Defense
Locally interacting diffusions as Markov random fields on path space
D Lacker, K Ramanan, R Wu
Stochastic Processes and their Applications 140, 81-114, 2021
Zorunlu olanlar: US National Science Foundation, US Department of Defense
A non-exponential extension of Sanov’s theorem via convex duality
D Lacker
Advances in Applied Probability 52 (1), 61-101, 2020
Zorunlu olanlar: US National Science Foundation
Marginal dynamics of interacting diffusions on unimodular Galton–Watson trees
D Lacker, K Ramanan, R Wu
Probability Theory and Related Fields 187 (3), 817-884, 2023
Zorunlu olanlar: US National Science Foundation, US Department of Defense
Rare Nash equilibria and the price of anarchy in large static games
D Lacker, K Ramanan
Mathematics of Operations Research 44 (2), 400-422, 2019
Zorunlu olanlar: US National Science Foundation
Novel covariance-based neutrality test of time-series data reveals asymmetries in ecological and economic systems
AD Washburne, JW Burby, D Lacker
PLoS computational biology 12 (9), e1005124, 2016
Zorunlu olanlar: US Department of Energy
Yayıncılık ve maddi kaynak bilgileri otomatik olarak bir bilgisayar programı tarafından belirlenmektedir