The following pages link to René A. Carmona (Q1326295):
Displayed 33 items.
- (Q4818537) (← links)
- (Q4848505) (← links)
- (Q4848506) (← links)
- (Q4849989) (← links)
- (Q4849990) (← links)
- Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation (Q4884655) (← links)
- (Q4950142) (← links)
- Cemracs 2017: numerical probabilistic approach to MFG (Q4967866) (← links)
- Price of anarchy for Mean Field Games (Q4967881) (← links)
- Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (Q4994415) (← links)
- A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643) (← links)
- Mean Field Game Model for an Advertising Competition in a Duopoly (Q5072233) (← links)
- Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach (Q5073509) (← links)
- Stochastic Graphon Games: I. The Static Case (Q5076723) (← links)
- Simulation of Implied Volatility Surfaces via Tangent Lévy Models (Q5266358) (← links)
- Probabilistic Theory of Mean Field Games with Applications I (Q5347088) (← links)
- Probabilistic Theory of Mean Field Games with Applications II (Q5347089) (← links)
- The Master Equation for Large Population Equilibriums (Q5374157) (← links)
- HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets (Q5435650) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
- Asymptotics for the boundary parabolic Anderson problem in a half space (Q5467642) (← links)
- (Q5690329) (← links)
- (Q5690331) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- Applications of Mean Field Games in financial engineering and economic theory (Q6082294) (← links)
- Synchronization in a Kuramoto mean field game (Q6085533) (← links)
- Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning (Q6139682) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
- Finite State Mean Field Games with Major and Minor Players (Q6278738) (← links)
- Finite-State Contract Theory with a Principal and a Field of Agents (Q6305766) (← links)
- Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs (Q6461809) (← links)