| Publication | Date of Publication | Type |
|---|
Marginal dynamics of probabilistic cellular automata on trees
Queueing Systems | 2026-08-05 | Paper |
Convergence of coordinate ascent variational inference for log-concave measures via optimal transport
The Annals of Applied Probability | 2026-07-28 | Paper |
Independent projections of diffusions: gradient flows for variational inference and optimal mean field approximations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2026-03-16 | Paper |
Approximately optimal distributed stochastic controls beyond the mean field setting
The Annals of Applied Probability | 2025-06-10 | Paper |
Mean field approximations via log-concavity
IMRN. International Mathematics Research Notices | 2024-10-24 | Paper |
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks
Mathematics of Operations Research | 2024-03-01 | Paper |
The mean field game convergence problem
Proceedings of Symposia in Applied Mathematics | 2023-11-29 | Paper |
Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-09-08 | Paper |
Closed-loop convergence for mean field games with common noise
The Annals of Applied Probability | 2023-07-31 | Paper |
Closed-loop convergence for mean field games with common noise
The Annals of Applied Probability | 2023-07-31 | Paper |
Superposition and mimicking theorems for conditional McKean-Vlasov equations
Journal of the European Mathematical Society (JEMS) | 2023-07-20 | Paper |
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
Probability and Mathematical Physics | 2023-07-10 | Paper |
Local weak convergence for sparse networks of interacting processes
The Annals of Applied Probability | 2023-06-05 | Paper |
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2023-02-28 | Paper |
Stationary solutions and local equations for interacting diffusions on regular trees
Electronic Journal of Probability | 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
Mathematics of Operations Research | 2022-06-27 | Paper |
| Mean field approximations via log-concavity | 2022-06-02 | Paper |
Quantitative approximate independence for continuous mean field Gibbs measures
Electronic Journal of Probability | 2022-02-22 | Paper |
Locally interacting diffusions as Markov random fields on path space
Stochastic Processes and their Applications | 2021-09-03 | Paper |
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
The Annals of Applied Probability | 2021-03-18 | Paper |
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
The Annals of Applied Probability | 2021-03-18 | Paper |
On the convergence of closed-loop Nash equilibria to the mean field game limit
The Annals of Applied Probability | 2021-03-18 | Paper |
On the convergence of closed-loop Nash equilibria to the mean field game limit
The Annals of Applied Probability | 2021-03-18 | Paper |
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
(available as arXiv preprint) | 2020-12-03 | Paper |
Inverting the Markovian projection, with an application to local stochastic volatility models
The Annals of Probability | 2020-11-24 | Paper |
Inverting the Markovian projection, with an application to local stochastic volatility models
The Annals of Probability | 2020-11-24 | Paper |
Erratum to: ``Mean field games with common noise''
The Annals of Probability | 2020-11-24 | Paper |
A non-exponential extension of Sanov's theorem via convex duality
Advances in Applied Probability | 2020-07-16 | Paper |
From the master equation to mean field game limit theory: large deviations and concentration of measure
The Annals of Probability | 2020-05-29 | Paper |
From the master equation to mean field game limit theory: large deviations and concentration of measure
The Annals of Probability | 2020-05-29 | Paper |
Many-player games of optimal consumption and investment under relative performance criteria
Mathematics and Financial Economics | 2020-04-29 | Paper |
Liquidity, risk measures, and concentration of measure
Mathematics of Operations Research | 2020-03-12 | Paper |
Rare Nash equilibria and the price of anarchy in large static games
Mathematics of Operations Research | 2020-03-12 | Paper |
Law invariant risk measures and information divergences
Dependence Modeling | 2020-01-13 | Paper |
Mean field and n-agent games for optimal investment under relative performance criteria
Mathematical Finance | 2019-12-05 | Paper |
From the master equation to mean field game limit theory: a central limit theorem
Electronic Journal of Probability | 2019-06-20 | Paper |
From the master equation to mean field game limit theory: a central limit theorem
Electronic Journal of Probability | 2019-06-20 | Paper |
On a strong form of propagation of chaos for McKean-Vlasov equations
Electronic Communications in Probability | 2018-08-23 | Paper |
On a strong form of propagation of chaos for McKean-Vlasov equations
Electronic Communications in Probability | 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
(available as arXiv preprint) | 2018-04-23 | Paper |
Mean field games of timing and models for bank runs
Applied Mathematics and Optimization | 2017-11-17 | Paper |
Limit theory for controlled McKean-Vlasov dynamics
SIAM Journal on Control and Optimization | 2017-05-24 | Paper |
Mean field games with common noise
The Annals of Probability | 2017-01-13 | Paper |
A general characterization of the mean field limit for stochastic differential games
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-08-10 | Paper |
Translation invariant mean field games with common noise
Electronic Communications in Probability | 2015-08-17 | Paper |
Mean field games via controlled martingale problems: existence of Markovian equilibria
Stochastic Processes and their Applications | 2015-06-11 | Paper |
A probabilistic weak formulation of mean field games and applications
The Annals of Applied Probability | 2015-05-29 | Paper |
A probabilistic weak formulation of mean field games and applications
The Annals of Applied Probability | 2015-05-29 | Paper |
