5 citations · 6 across the 5 of their papers we have counts for
11 papers
The lifted functional approach to mean field games with common noise
Mark Cerenzia, Aaron Zeff Palmer
We introduce a new path-by-path approach to mean field games with common noise that recovers duality at the pathwise level. We verify this perspective by explicitly solving some di…
The role of information in high dimensional stochastic optimal control
Aaron Zeff Palmer
The stochastic optimal control of many agents is an important problem in various fields. We investigate the problem of partial observations, where the state of each agent is not fu…
Optimal control of COVID-19 infection rate considering social costs
Aaron Z. Palmer, Zelda B. Zabinsky, Shan Liu
The COVID-19 pandemic has posed a policy making crisis where efforts to slow down or end the pandemic conflict with economic priorities. This paper provides mathematical analysis o…
Hidden convexity in a problem of nonlinear elasticity
Nassif Ghoussoub, Young-Heon Kim, Hugo Lavenant +1
We study compressible and incompressible nonlinear elasticity variational problems in a general context. Our main result gives a sufficient condition for an equilibrium to be a glo…
Optimal Stopping of Stochastic Transport Minimizing Submartingale Costs
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
Given a stochastic state process and a real-valued submartingale cost process , we characterize optimal stopping times that minimize the expectation of …
Stochastic optimal transport with free end time
Samer Dweik, Nassif Ghoussoub, Young-Heon Kim +1
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free…
Optimal Controlled Transports with Free End Times Subject to Import/Export Tariffs
Samer Dweik, Nassif Ghoussoub, Aaron Zeff Palmer
We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in a…
A solution to the Monge transport problem for Brownian martingales
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the…
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…
PDE Methods For Optimal Skorokhod Embeddings
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a s…
Optimal Transport with Controlled Dynamics and Free End Times
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport…