Daniel Lacker

1. Mean field games with common noise
   2014/07/23 by René Carmona, Carmona, Rene, François Delarue +3 · 10 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Mean field games via controlled martingale problems: Existence of Markovian equilibria
   2015/02/24 by Daniel Lacker · 6 citations
   Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
3. Many-player games of optimal consumption and investment under relative\n performance criteria
   2019/05/28 by Daniel Lacker, Lacker, Daniel, Agathe Soret +1 · 5 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
4. A label-state formulation of stochastic graphon games and approximate equilibria on large networks
   2022/04/20 by Daniel Lacker, Agathe Soret, Lacker, Daniel +1 · 6 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Game Theory and Applications #Game Theory and Voting Systems #Markov Chains and Monte Carlo Methods
5. Projected Langevin dynamics and a gradient flow for entropic optimal transport
   2023/09/15 by Giovanni Conforti, Daniel Lacker, Conforti, Giovanni +3 · 9 citations
   Computer Science · Mathematics · Medicine · #49Q22 #60H30 #Advanced Neuroimaging Techniques and Applications #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Generative Adversarial Networks and Image Synthesis #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR)
6. A probabilistic weak formulation of mean field games and applications
   2015/06/01 by René Carmona, Daniel Lacker · 4 citations
7. Independent projections of diffusions: Gradient flows for variational inference and optimal mean field approximations
   2023/09/23 by Daniel Lacker, Lacker, Daniel · 5 citations
   Mathematics · #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Mathematical Biology Tumor Growth #Probability (math.PR) #Statistical Methods and Inference
8. Mean field approximations via log-concavity
   2022/06/02 by Daniel Lacker, Lacker, Daniel, Sumit Mukherjee +3 · 3 citations
   Mathematics · Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · #Markov Chains and Monte Carlo Methods #Diffusion and Search Dynamics #Theoretical and Computational Physics
9. A case study on stochastic games on large graphs in mean field and\n sparse regimes
   2020/05/28 by Daniel Lacker, Agathe Soret, Lacker, Daniel +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and statistical mechanics
10. A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes
    2022/05/01 by Daniel Lacker, Agathe Soret · 2 citations
11. Local weak convergence for sparse networks of interacting processes
    2019/04/04 by Daniel Lacker, Kavita Ramanan, Lacker, Daniel +3 · 4 citations
    Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods #Complex Network Analysis Techniques
12. Approximately optimal distributed stochastic controls beyond the mean field setting
    2023/01/07 by Joe Jackson, Daniel Lacker, Jackson, Joe +1 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Climate Change Policy and Economics #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
13. On the convergence of closed-loop Nash equilibria to the mean field game limit
    2020/08/01 by Daniel Lacker · 1 citation
14. Closed-loop convergence for mean field games with common noise
    2023/08/01 by Daniel Lacker, Luc Le Flem · 1 citation
15. Locally interacting diffusions as space-time Markov random fields
    2019/11/04 by Daniel Lacker, Kavita Ramanan, Lacker, Daniel +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
16. Geodesic convexity and strengthened functional inequalities in submanifolds of Wasserstein space
    2025/08/19 by Louis-Pierre Chaintron, Chaintron, Louis-Pierre, Daniel Lacker +1 · 1 citation
    Mathematics · Medicine · #Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Geometric Analysis and Curvature Flows #Ophthalmology and Eye Disorders #Point processes and geometric inequalities #Probability (math.PR)