3 citations · 4 across the 4 of their papers we have counts for
4 papers
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
Daniel Lacker, Agathe Soret
This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribut…
A case study on stochastic games on large graphs in mean field and sparse regimes
Daniel Lacker, Agathe Soret
We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit…
A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload
Kumar Goutam, Vineet Goyal, Agathe Soret
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a univer…
Many-player games of optimal consumption and investment under relative performance criteria
Daniel Lacker, Agathe Soret
We study a portfolio optimization problem for competitive agents with CRRA utilities and a common finite time horizon. The utility of an agent depends not only on her absolute weal…