Publication | Date of Publication | Type |
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On Lipschitz solutions of mean field games master equations | 2023-02-10 | Paper |
Simulating numerically the Krusell-Smith model with neural networks | 2022-11-14 | Paper |
A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem | 2022-10-06 | Paper |
A spectral dominance approach to large random matrices | 2022-07-13 | Paper |
A class of short-term models for the oil industry that accounts for speculative oil storage | 2022-07-05 | Paper |
Dimension reduction techniques in deterministic mean field games | 2022-05-09 | Paper |
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach | 2022-03-16 | Paper |
A mean field game model for the evolution of cities | 2021-12-17 | Paper |
Master equation for the finite state space planning problem | 2021-08-27 | Paper |
Strategic advantages in mean field games with a major player | 2020-08-03 | Paper |
Mean Field Game Approach to Bitcoin Mining | 2020-04-17 | Paper |
A class of short-term models for the oil industry addressing speculative storage | 2020-03-26 | Paper |
Mean Field Games for Modeling Crowd Motion | 2019-07-17 | Paper |
Some remarks on mean field games | 2019-05-14 | Paper |
The Dynamics of Inequality | 2019-01-31 | Paper |
The Master Equation and the Convergence Problem in Mean Field Games | 2018-11-30 | Paper |
Optimal Real-Time Bidding Strategies | 2018-09-26 | Paper |
Mean-field games with a major player | 2018-08-14 | Paper |
A long-term mathematical model for mining industries | 2017-04-03 | Paper |
Partial differential equation models in macroeconomics | 2017-01-13 | Paper |
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis | 2016-06-29 | Paper |
Long Time Average of Mean Field Games with a Nonlocal Coupling | 2014-01-27 | Paper |
Long time average of mean field games | 2013-03-21 | Paper |
Mean Field Games and Applications | 2010-12-14 | Paper |
Large investor trading impacts on volatility | 2009-02-26 | Paper |
Mean field games | 2009-02-06 | Paper |
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values | 2008-01-14 | Paper |
Large Investor Trading Impacts on Volatility | 2008-01-14 | Paper |
Mean field games. II: Finite horizon and optimal control | 2007-03-02 | Paper |
Towards a self-consistent theory of volatility | 2007-02-13 | Paper |
Mean field games. I: The stationary case | 2006-12-14 | Paper |
Une classe nouvelle de problèmes singuliers de contrôle stochastique | 2001-10-30 | Paper |
Applications of Malliavin calculus to Monte-Carlo methods in finance. II | 2001-07-11 | Paper |
Contrôle stochastique avec informations partielles et applications à la Finance | 2000-06-07 | Paper |
Applications of Malliavin calculus to Monte Carlo methods in finance | 2000-05-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356586 | 1998-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356585 | 1997-10-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4866851 | 1996-02-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4032121 | 1993-04-28 | Paper |
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints | 1992-06-28 | Paper |
Existence of equilibrium with incomplete markets | 1990-01-01 | Paper |
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3484663 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3768647 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3819370 | 1987-01-01 | Paper |
A remark on regularization in Hilbert spaces | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3724216 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3730677 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3330187 | 1985-01-01 | Paper |
Existence of multiple periodic orbits on star‐shaped hamiltonian surfaces | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3705252 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3684507 | 1984-01-01 | Paper |
Periodic solutions of functional differential inclusions and fixed points of \(\sigma\)-selectionable correspondences | 1983-01-01 | Paper |
Selective stabilization of muscle innervation during development: A mathematical model | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3040591 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3327381 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3343482 | 1983-01-01 | Paper |
A mathematical model of solar flares | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4743932 | 1982-01-01 | Paper |
On the set of solutions to a semilinear parabolic equation | 1982-01-01 | Paper |
On the number of periodic trajectories for a Hamiltonian flow on a convex energy surface | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3895249 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4180595 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4165184 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4104583 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4112475 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4116363 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4116998 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4117559 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4059969 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4064577 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4064718 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4126191 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4130014 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136093 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4768235 | 1973-01-01 | Paper |
Intégrandes normales et mesures paramétrées en calcul des variations | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680678 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5679377 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680696 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5637490 | 1971-01-01 | Paper |