FISCHER, MARKUS

FISCHER, MARKUS  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Risultati 1 - 20 di 29 (tempo di esecuzione: 0.043 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Coarse correlated equilibria for continuous time mean field games in open loop strategies 2024 Fischer, Markus + ELECTRONIC JOURNAL OF PROBABILITY - -
Correlated Equilibria for Mean Field Games with Progressive Strategies 2024 Ofelia BonesiniMarkus Fischer + MATHEMATICS OF OPERATIONS RESEARCH - -
A Unifying Framework for Submodular Mean Field Games 2023 Dianetti, JodiFerrari, GiorgioFischer, Markus + MATHEMATICS OF OPERATIONS RESEARCH - -
An algorithm to construct subsolutions of convex optimal control problems 2022 Fischer Markus + SIAM JOURNAL ON CONTROL AND OPTIMIZATION - -
Correlated Equilibria and Mean Field Games: A Simple Model 2022 Fischer, Markus + MATHEMATICS OF OPERATIONS RESEARCH - -
On the Asymptotic Nature of First Order Mean Field Games 2021 Fischer, Markus + APPLIED MATHEMATICS AND OPTIMIZATION - -
Submodular mean field games: existence and approximation of solutions 2021 Giorgio FerrariMarkus Fischer + THE ANNALS OF APPLIED PROBABILITY - -
Probabilistic Approach to Finite State Mean Field Games 2020 CECCHIN, ALEKOSFischer, Markus APPLIED MATHEMATICS AND OPTIMIZATION - -
On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games 2019 Bardi, MartinoFischer, Markus ESAIM. COCV - -
On the convergence problem in mean field games: A two state model without uniqueness 2019 Cecchin, AlekosDai Pra, PaoloFischer, MarkusPelino, Guglielmo SIAM JOURNAL ON CONTROL AND OPTIMIZATION - -
McKean-Vlasov limit for interacting systems with simultaneous jumps 2018 Andreis, LuisaDai Pra, PaoloFischer, Markus STOCHASTIC ANALYSIS AND APPLICATIONS - -
N-player games and mean field games with absorption 2018 Fischer, Markus + THE ANNALS OF APPLIED PROBABILITY - -
On the connection between symmetric N-player games and mean field games 2017 FISCHER, MARKUS THE ANNALS OF APPLIED PROBABILITY - -
Simultaneous jumps in interacting particle systems: From neuronal networks to a general framework 2017 Andreis, LuisaDai Pra, PaoloFischer, Markus - SPRINGER INDAM SERIES Mathematical and Theoretical Neuroscience
Continuous time mean-variance portfolio optimization through the mean field approach 2016 FISCHER, MARKUS + ESAIM: PROBABILITY AND STATISTICS - -
Limits of relative entropies associated with weakly interacting particle systems 2015 FISCHER, MARKUS + ELECTRONIC JOURNAL OF PROBABILITY - -
Local stability of Kolmogorov forward equations for finite State nonlinear Markov processes 2015 FISCHER, MARKUS + ELECTRONIC JOURNAL OF PROBABILITY - -
On large deviations for small noise Itô processes 2014 CHIARINI, ALBERTOFISCHER, MARKUS ADVANCES IN APPLIED PROBABILITY - -
On the form of the large deviation rate function for the empirical measures of weakly interacting systems 2014 Fischer, Markus BERNOULLI - -
Time to Absorption for a Heterogeneous Neutral Competition Model 2014 Borile, ClaudioDai Pra, PaoloFischer, MarkusFormentin, MarcoMaritan, Amos JOURNAL OF STATISTICAL PHYSICS - -