René Carmona

Laura Leal

SIAM J. Financial Math., September, 2023

From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective.

[BibT_eX]

[DOI]

CoRR, 2023

2022

Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2022

Stochastic Graphon Games: I. The Static Case.

[BibT_eX]

[DOI]

Math. Oper. Res., 2022

Mean Field Models to Regulate Carbon Emissions in Electricity Production.

[BibT_eX]

[DOI]

Gökçe Dayanikli

Dyn. Games Appl., 2022

Finite State Graphon Games with Applications to Epidemics.

[BibT_eX]

[DOI]

Dyn. Games Appl., 2022

Mean Field Model for an Advertising Competition in a Duopoly.

[BibT_eX]

[DOI]

Gökçe Dayanikli

CoRR, 2022

2021

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2021

A Probabilistic Approach to Extended Finite State Mean Field Games.

[BibT_eX]

[DOI]

Peiqi Wang

Math. Oper. Res., 2021

Finite-State Contract Theory with a Principal and a Field of Agents.

[BibT_eX]

[DOI]

Peiqi Wang

Manag. Sci., 2021

Mean Field Game Model for an Advertising Competition in a Duopoly.

[BibT_eX]

[DOI]

Gökçe Dayanikli

IGTR, 2021

Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance.

[BibT_eX]

[DOI]

CoRR, 2021

2020

Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game.

[BibT_eX]

[DOI]

Julio D. Backhoff Veraguas

Christy V. Graves

Dyn. Games Appl., 2020

Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization.

[BibT_eX]

[DOI]

CoRR, 2020

Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games.

[BibT_eX]

[DOI]

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective.

[BibT_eX]

[DOI]

Beatrice Acciaio

SIAM J. Control. Optim., 2019

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning.

[BibT_eX]

[DOI]

Zongjun Tan

CoRR, 2019

Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods.

[BibT_eX]

[DOI]

Zongjun Tan

CoRR, 2019

Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II - The Finite Horizon Case.

[BibT_eX]

[DOI]

CoRR, 2019

2018

Systemic Risk and Stochastic Games with Delay.

[BibT_eX]

[DOI]

Jean-Pierre Fouque

Seyyed Mostafa Mousavi

Li-Hsien Sun

J. Optim. Theory Appl., 2018

2017

Simulation of Implied Volatility Surfaces via Tangent Lévy Models.

[BibT_eX]

[DOI]

Yi Ma

Sergey Nadtochiy

SIAM J. Financial Math., 2017

2013

Probabilistic Analysis of Mean-Field Games.

[BibT_eX]

[DOI]

François Delarue

SIAM J. Control. Optim., 2013

2012

Tangent Lévy market models.

[BibT_eX]

[DOI]

Sergey Nadtochiy

Finance Stochastics, 2012

2011

Risk-Neutral Models for Emission Allowance Prices and Option Valuation.

[BibT_eX]

[DOI]

Juri Hinz

Manag. Sci., 2011

2010

Market Design for Emission Trading Schemes.

[BibT_eX]

[DOI]

SIAM Rev., 2010

Message From the Editors-in-Chief.

[BibT_eX]

[DOI]

Ronnie Sircar

SIAM J. Financial Math., 2010

2009

Optimal Stochastic Control and Carbon Price Formation.

[BibT_eX]

[DOI]

Max Fehr

Juri Hinz

SIAM J. Control. Optim., 2009

Monte Carlo Malliavin Computation of the Sensitivities of Solutions of SPDEs.

[BibT_eX]

[DOI]

Lixin Wang

SIAM J. Appl. Math., 2009

Local volatility dynamic models.

[BibT_eX]

[DOI]

Sergey Nadtochiy

Finance Stochastics, 2009

Interacting particle systems for the computation of rare credit portfolio losses.

[BibT_eX]

[DOI]

Jean-Pierre Fouque

Douglas Vestal

Finance Stochastics, 2009

2008

Optimal Multiple Stopping of Linear Diffusions.

[BibT_eX]

[DOI]

Savas Dayanik

Math. Oper. Res., 2008

2007

A Statistical Analysis of Editorial Influence and Author-Character Similarities in 1990s <i>New Yorker</i> Fiction.

[BibT_eX]

[DOI]

Katherine L. Milkman

William Gleason

Lit. Linguistic Comput., 2007

2003

Pricing and Hedging Spread Options.

[BibT_eX]

[DOI]

Valdo Durrleman

SIAM Rev., 2003

1999

Multiridge detection and time-frequency reconstruction.

[BibT_eX]

[DOI]

Wen-Liang Hwang

Bruno Torrésani

IEEE Trans. Signal Process., 1999

1998

Adaptive smoothing respecting feature directions.

[BibT_eX]

[DOI]

Sifen Zhong

IEEE Trans. Image Process., 1998

1997

Characterization of signals by the ridges of their wavelet transforms.

[BibT_eX]

[DOI]

Wen-Liang Hwang

Bruno Torrésani

IEEE Trans. Signal Process., 1997

1995

Wavelet analysis for brain-function imaging.

[BibT_eX]

[DOI]