Nendel, Max
- A unifying framework for submodular mean field games
2022/01/19 by Jodi Dianetti, Giorgio Ferrari, Dianetti, Jodi +5 · 3 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Upper envelopes of families of Feller semigroups and viscosity solutions\n to a class of nonlinear Cauchy problems
2019/06/11 by Max Nendel, Michael Röckner, Nendel, Max +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #47H20 #49L25 #60G20 #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Markov chains under nonlinear expectation
2018/03/09 by Nendel, Max · 1 citation
#34A34 #47H20 #60J27 #60J35 #FOS: Mathematics #Probability (math.PR)
- Submodular Mean Field Games: Existence and Approximation of Solutions
2019/07/25 by Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus +1 · 1 citation
#06B23 #49J45 #91A15 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Convergence of infinitesimal generators and stability of convex monotone semigroups
2023/05/30 by Jonas Blessing, Blessing, Jonas, Michael Kupper +3 · 3 citations
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Wasserstein perturbations of Markovian transition semigroups
2021/05/12 by Fuhrmann, Sven, Kupper, Michael, Nendel, Max · 1 citation
#47H20 #62G35 #90C31 #Analysis of PDEs (math.AP) #FOS: Mathematics #Primary 60J35 #Probability (math.PR) #Secondary 60G65
- Risk measures based on weak optimal transport
2023/12/10 by Michael Kupper, Max Nendel, Kupper, Michael +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Monetary Policy and Economic Impact #Reservoir Engineering and Simulation Methods #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
- Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
2022/04/15 by Beniamin Gołdys, Max Nendel, Goldys, Ben +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #35D40 #47D06 #47H20 #47J35 #60H10 #60H15 #60J25 #60J35 #Advanced Banach Space Theory #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stochastic processes and financial applications
- Pasting of Equilibria and Donsker-type Results for Mean Field Games
2024/11/01 by Jodi Dianetti, Max Nendel, Dianetti, Jodi +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #FOS: Mathematics #Game Theory and Applications #Game Theory and Voting Systems #Optimization and Control (math.OC) #Probability (math.PR)