| Mean field games with common noise R Carmona, F Delarue, D Lacker | 302 | 2016 |
| A probabilistic weak formulation of mean field games and applications R Carmona, D Lacker | 227 | 2015 |
| A general characterization of the mean field limit for stochastic differential games D Lacker Probability Theory and Related Fields 165, 581-648, 2016 | 215 | 2016 |
| Mean field games via controlled martingale problems: existence of Markovian equilibria D Lacker Stochastic Processes and their Applications 125 (7), 2856-2894, 2015 | 171 | 2015 |
| Limit theory for controlled McKean--Vlasov dynamics D Lacker SIAM Journal on Control and Optimization 55 (3), 1641-1672, 2017 | 163 | 2017 |
| Mean field and n‐agent games for optimal investment under relative performance criteria D Lacker, T Zariphopoulou Mathematical Finance 29 (4), 1003-1038, 2019 | 141 | 2019 |
| On the convergence of closed-loop Nash equilibria to the mean field game limit D Lacker The Annals of Applied Probability 30 (4), 1693-1761, 2020 | 136 | 2020 |
| On a strong form of propagation of chaos for McKean-Vlasov equations D Lacker | 115 | 2018 |
| From the master equation to mean field game limit theory: a central limit theorem F Delarue, D Lacker, K Ramanan | 103 | 2019 |
| Mean field games of timing and models for bank runs R Carmona, F Delarue, D Lacker Applied Mathematics & Optimization 76, 217-260, 2017 | 91 | 2017 |
| FROM THE MASTER EQUATION TO MEAN FIELD GAME LIMIT THEORY F Delarue, D Lacker, K Ramanan The Annals of Probability 48 (1), 211-263, 2020 | 88 | 2020 |
| Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions D Lacker Probability and Mathematical Physics 4 (2), 377-432, 2023 | 79 | 2023 |
| Many-player games of optimal consumption and investment under relative performance criteria D Lacker, A Soret Mathematics and Financial Economics 14 (2), 263-281, 2020 | 61 | 2020 |
| Mean field games and interacting particle systems D Lacker preprint, 2018 | 48 | 2018 |
| Sharp uniform-in-time propagation of chaos D Lacker, L Le Flem Probability Theory and Related Fields 187 (1-2), 443-480, 2023 | 40 | 2023 |
| A case study on stochastic games on large graphs in mean field and sparse regimes D Lacker, A Soret Mathematics of Operations Research 47 (2), 1530-1565, 2022 | 38 | 2022 |
| Translation invariant mean field games with common noise D Lacker, K Webster | 38 | 2015 |
| Superposition and mimicking theorems for conditional McKean–Vlasov equations D Lacker, M Shkolnikov, J Zhang Journal of the European Mathematical Society 25 (8), 3229-3288, 2022 | 37 | 2022 |
| Closed-loop convergence for mean field games with common noise D Lacker, L Le Flem The Annals of Applied Probability 33 (4), 2681-2733, 2023 | 34 | 2023 |
| Liquidity, risk measures, and concentration of measure D Lacker Mathematics of Operations Research 43 (3), 813-837, 2018 | 34 | 2018 |
Kavita RamananBrown University在 brown.edu 的电子邮件经过验证
