Daniel Lacker

Available identifiers

zbMath Open lacker.danielMaRDI QIDQ504246

List of research outcomes

Publication	Date of Publication	Type
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	2024-03-01	Paper
The mean field game convergence problem	2023-11-29	Paper
Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees	2023-11-20	Paper
Independent projections of diffusions: Gradient flows for variational inference and optimal mean field approximations	2023-09-23	Paper
Projected Langevin dynamics and a gradient flow for entropic optimal transport	2023-09-15	Paper
Sharp uniform-in-time propagation of chaos	2023-09-08	Paper
Closed-loop convergence for mean field games with common noise	2023-07-31	Paper
Superposition and mimicking theorems for conditional McKean-Vlasov equations	2023-07-20	Paper
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions	2023-07-10	Paper
Local weak convergence for sparse networks of interacting processes	2023-06-05	Paper
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration	2023-02-28	Paper
Stationary solutions and local equations for interacting diffusions on regular trees	2023-01-23	Paper
Approximately optimal distributed stochastic controls beyond the mean field setting	2023-01-07	Paper
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	2022-06-27	Paper
Mean field approximations via log-concavity	2022-06-02	Paper
Quantitative approximate independence for continuous mean field Gibbs measures	2022-02-22	Paper
Locally interacting diffusions as Markov random fields on path space	2021-09-03	Paper
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control	2021-03-18	Paper
On the convergence of closed-loop Nash equilibria to the mean field game limit	2021-03-18	Paper
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration	2020-12-03	Paper
Inverting the Markovian projection, with an application to local stochastic volatility models	2020-11-24	Paper
Erratum to: ``Mean field games with common noise	2020-11-24	Paper
A non-exponential extension of Sanov’s theorem via convex duality	2020-07-16	Paper
From the master equation to mean field game limit theory: large deviations and concentration of measure	2020-05-29	Paper
Many-player games of optimal consumption and investment under relative performance criteria	2020-04-29	Paper
Liquidity, Risk Measures, and Concentration of Measure	2020-03-12	Paper
Rare Nash Equilibria and the Price of Anarchy in Large Static Games	2020-03-12	Paper
Law invariant risk measures and information divergences	2020-01-13	Paper
Mean field and n‐agent games for optimal investment under relative performance criteria	2019-12-05	Paper
From the master equation to mean field game limit theory: a central limit theorem	2019-06-20	Paper
On a strong form of propagation of chaos for McKean-Vlasov equations	2018-08-23	Paper
Denseness of adapted processes among causal couplings	2018-05-08	Paper
From the master equation to mean field game limit theory: A central limit theorem	2018-04-23	Paper
Mean field games of timing and models for bank runs	2017-11-17	Paper
Limit Theory for Controlled McKean--Vlasov Dynamics	2017-05-24	Paper
Mean field games with common noise	2017-01-13	Paper
A general characterization of the mean field limit for stochastic differential games	2016-08-10	Paper
Translation invariant mean field games with common noise	2015-08-17	Paper
Mean field games via controlled martingale problems: existence of Markovian equilibria	2015-06-11	Paper
A probabilistic weak formulation of mean field games and applications	2015-05-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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