181 citations · 548 across the 46 of their papers we have counts for
7 papers · 1 filter
Finite-State Contract Theory with a Principal and a Field of Agents
Rene Carmona, Peiqi Wang
We use the recently developed probabilistic analysis of mean field games with finitely many states in the weak formulation, to set-up a principal / agent contract theory model wher…
A Probabilistic Approach to Extended Finite State Mean Field Games
Rene Carmona, Peiqi Wang
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale…
The Dyson and Coulomb games
René Carmona, Mark Cerenzia, Aaron Zeff Palmer
We introduce and investigate certain player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that t…
Numerical Probabilistic Approach to MFG
Andrea Angiuli, Christy V. Graves, Houzhi Li +3
This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers fo…
Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game
Rene Carmona, Christy V. Graves
The Suprachiasmatic Nucleus (SCN) is a region in the brain that is responsible for controlling circadian rhythms. The SCN contains on the order of 10^4 neuronal oscillators which h…
Extended Mean Field Control Problems: stochastic maximum principle and transport perspective
Beatrice Acciaio, Julio Backhoff-Veraguas, Rene Carmona
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. W…