P. Jameson Graber
- Linear Quadratic Mean Field Type Control and Mean Field Games with\n Common Noise, with Application to Production of an Exhaustible Resource
2016/07/07 by P. Jameson Graber, Graber, P. Jameson · 6 citations
Economics, Econometrics and Finance · Physics and Astronomy · #93E20 #Advanced Thermodynamics and Statistical Mechanics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Master Equation for Cournot Mean Field Games of Control with Absorption
2021/11/13 by P. Jameson Graber, Graber, P. Jameson, Ronnie Sircar +1 · 5 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #49N80 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic processes and financial applications
- On monotonicity conditions for Mean Field Games
2022/10/05 by P. Jameson Graber, Alpár R. Mészáros, Graber, P. Jameson +1 · 4 citations
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #Economics of Agriculture and Food Markets #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- On Some Mean Field Games and Master Equations through the lens of conservation laws
2022/08/22 by P. Jameson Graber, Alpár R. Mészáros, Graber, P. Jameson +1 · 2 citations
Economics, Econometrics and Finance · Medicine · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Optimization and Control (math.OC)
- Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems
2020/05/21 by Alain Bensoussan, Bensoussan, Alain, P. Jameson Graber +3 · 1 citation
Economics, Econometrics and Finance · #49N80 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- On monotonicity conditions for mean field games
2023/07/13 by P. Jameson Graber, Alpár R. Mészáros · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Financial Risk and Volatility Modeling