Daniel Lacker

Daniel Lacker

Columbia University New York - New York / United States
Others
AD Scientific Index ID: 913093
person_outline Daniel Lacker's MOST POPULAR ARTICLES
1-) Mean field games with common noiseR Carmona, F Delarue, D LackerThe Annals of Probability 44 (6), 3740-3803, 20162082016
2-) A probabilistic weak formulation of mean field games and applicationsR Carmona, D LackerThe Annals of Applied Probability 25 (3), 1189-1231, 20151952015
3-) A general characterization of the mean field limit for stochastic differential gamesD LackerProbability Theory and Related Fields 165 (3), 581-648, 20161782016
4-) Mean field games via controlled martingale problems: existence of Markovian equilibriaD LackerStochastic Processes and their Applications 125 (7), 2856-2894, 20151822015
5-) Limit theory for controlled McKean--Vlasov dynamicsD LackerSIAM Journal on Control and Optimization 55 (3), 1641-1672, 20171762017