Daniel Lacker

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Person:504246

Available identifiers

zbMath Open lacker.danielMaRDI QIDQ504246

List of research outcomes





PublicationDate of PublicationType
Mean field approximations via log-concavity2024-10-24Paper
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks2024-03-01Paper
The mean field game convergence problem2023-11-29Paper
Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees2023-11-20Paper
Independent projections of diffusions: Gradient flows for variational inference and optimal mean field approximations2023-09-23Paper
Projected Langevin dynamics and a gradient flow for entropic optimal transport2023-09-15Paper
Sharp uniform-in-time propagation of chaos2023-09-08Paper
Closed-loop convergence for mean field games with common noise2023-07-31Paper
Superposition and mimicking theorems for conditional McKean-Vlasov equations2023-07-20Paper
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions2023-07-10Paper
Local weak convergence for sparse networks of interacting processes2023-06-05Paper
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration2023-02-28Paper
Stationary solutions and local equations for interacting diffusions on regular trees2023-01-23Paper
Approximately optimal distributed stochastic controls beyond the mean field setting2023-01-07Paper
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes2022-06-27Paper
Mean field approximations via log-concavity2022-06-02Paper
Quantitative approximate independence for continuous mean field Gibbs measures2022-02-22Paper
Locally interacting diffusions as Markov random fields on path space2021-09-03Paper
On the convergence of closed-loop Nash equilibria to the mean field game limit2021-03-18Paper
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control2021-03-18Paper
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration2020-12-03Paper
Erratum to: ``Mean field games with common noise2020-11-24Paper
Inverting the Markovian projection, with an application to local stochastic volatility models2020-11-24Paper
A non-exponential extension of Sanov’s theorem via convex duality2020-07-16Paper
From the master equation to mean field game limit theory: large deviations and concentration of measure2020-05-29Paper
Many-player games of optimal consumption and investment under relative performance criteria2020-04-29Paper
Liquidity, Risk Measures, and Concentration of Measure2020-03-12Paper
Rare Nash Equilibria and the Price of Anarchy in Large Static Games2020-03-12Paper
Law invariant risk measures and information divergences2020-01-13Paper
Mean field and n‐agent games for optimal investment under relative performance criteria2019-12-05Paper
From the master equation to mean field game limit theory: a central limit theorem2019-06-20Paper
On a strong form of propagation of chaos for McKean-Vlasov equations2018-08-23Paper
Denseness of adapted processes among causal couplings2018-05-08Paper
From the master equation to mean field game limit theory: A central limit theorem2018-04-23Paper
Mean field games of timing and models for bank runs2017-11-17Paper
Limit Theory for Controlled McKean--Vlasov Dynamics2017-05-24Paper
Mean field games with common noise2017-01-13Paper
A general characterization of the mean field limit for stochastic differential games2016-08-10Paper
Translation invariant mean field games with common noise2015-08-17Paper
Mean field games via controlled martingale problems: existence of Markovian equilibria2015-06-11Paper
A probabilistic weak formulation of mean field games and applications2015-05-29Paper

Research outcomes over time

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