Publication | Date of Publication | Type |
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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 |