Daniel Lacker

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Kavita RamananBrown UniversityVerifierad e-postadress på brown.edu
Rene CarmonaPrinceton UniversityVerifierad e-postadress på princeton.edu
François DelarueUniversité Côte d'AzurVerifierad e-postadress på unice.fr
Ruoyu WuIowa State UniversityVerifierad e-postadress på iastate.edu
Agathe SoretPhD Candidate in Operations Research, Columbia UniversityVerifierad e-postadress på columbia.edu
Jiacheng ZhangUniversity of California, BerkeleyVerifierad e-postadress på berkeley.edu
Luc Le FlemColumbia UniversityVerifierad e-postadress på columbia.edu
Mykhaylo ShkolnikovPrinceton UniversityVerifierad e-postadress på princeton.edu
Lane Chun YeungCarnegie Mellon UniversityVerifierad e-postadress på andrew.cmu.edu
Kevin WebsterImperial College LondonVerifierad e-postadress på princeton.edu
Mathias BeiglböckUniversität WienVerifierad e-postadress på univie.ac.at
Ludovic TangpiPrinceton UniversityVerifierad e-postadress på princeton.edu
Julio Backhoff VeraguasUniversity of ViennaVerifierad e-postadress på univie.ac.at
Joe JacksonNSF postdoctoral fellow and L.E. Dickson Instructor, University of ChicagoVerifierad e-postadress på uchicago.edu
Alex WashburneSandia National LaboratoriesVerifierad e-postadress på sandia.gov
Sumit mukherjeeAssociate Professor of Statistics, Columbia UniversityVerifierad e-postadress på columbia.edu
Soumik PalUniversity of Washington SeattleVerifierad e-postadress på uw.edu
Giovanni ConfortiUniversità degli studi di PadovaVerifierad e-postadress på math.unipd.it
Manuel ArnesePhD Student, Columbia UniversityVerifierad e-postadress på columbia.edu

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Daniel Lacker

Columbia University

Verifierad e-postadress på columbia.edu - Startsida


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Mean field games with common noise R Carmona, F Delarue, D Lacker	331	2016
A probabilistic weak formulation of mean field games and applications R Carmona, D Lacker	239	2015
A general characterization of the mean field limit for stochastic differential games D Lacker Probability Theory and Related Fields 165, 581-648, 2016	221	2016
Mean field games via controlled martingale problems: existence of Markovian equilibria D Lacker Stochastic Processes and their Applications 125 (7), 2856-2894, 2015	185	2015
Limit theory for controlled McKean--Vlasov dynamics D Lacker SIAM Journal on Control and Optimization 55 (3), 1641-1672, 2017	180	2017
Mean field and n‐agent games for optimal investment under relative performance criteria D Lacker, T Zariphopoulou Mathematical Finance 29 (4), 1003-1038, 2019	165	2019
On the convergence of closed-loop Nash equilibria to the mean field game limit D Lacker The Annals of Applied Probability 30 (4), 1693-1761, 2020	148	2020
On a strong form of propagation of chaos for McKean-Vlasov equations D Lacker	135	2018
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions D Lacker Probability and Mathematical Physics 4 (2), 377-432, 2023	111	2023
From the master equation to mean field game limit theory: a central limit theorem F Delarue, D Lacker, K Ramanan	111	2019
Mean field games of timing and models for bank runs R Carmona, F Delarue, D Lacker Applied Mathematics & Optimization 76, 217-260, 2017	100	2017
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	97	2020
Many-player games of optimal consumption and investment under relative performance criteria D Lacker, A Soret Mathematics and Financial Economics 14 (2), 263-281, 2020	72	2020
Sharp uniform-in-time propagation of chaos D Lacker, L Le Flem Probability Theory and Related Fields 187 (1-2), 443-480, 2023	63	2023
Mean field games and interacting particle systems D Lacker preprint, 2018	52	2018
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	51	2022
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	47	2022
Inverting the Markovian projection, with an application to local stochastic volatility models D Lacker, M Shkolnikov, J Zhang	39	2020
Translation invariant mean field games with common noise D Lacker, K Webster	39	2015
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	38	2023

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