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Cited by
All
Since 2019
Citations
111
111
h-index
4
4
i10-index
3
3
0
48
24
2020
2021
2022
2023
2024
4
8
23
48
27
Public access
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Agathe Soret
PhD Candidate in Operations Research,
Columbia University
Verified email at columbia.edu
Mean Field Games
Probability
Financial Mathematics
Articles
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Year
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
53
2020
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
36
2022
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
D Lacker, A Soret
Mathematics of Operations Research 48 (4), 1987-2018
, 2023
16
2023
A generalized markov chain model to capture dynamic preferences and choice overload
K Goutam, V Goyal, A Soret
arXiv preprint arXiv:1911.06716
, 2019
6
2019
Mean Field Games with heterogeneous players: from portfolio optimization to network effects
A Soret
Columbia University
, 2022
2022
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