Daniel Lacker
Daniel Lacker
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
A probabilistic weak formulation of mean field games and applications
R Carmona, D Lacker
The Annals of Applied Probability 25 (3), 1189-1231, 2015
1352015
Mean field games with common noise
R Carmona, F Delarue, D Lacker
The Annals of Probability 44 (6), 3740-3803, 2016
1202016
A general characterization of the mean field limit for stochastic differential games
D Lacker
Probability Theory and Related Fields 165 (3-4), 581-648, 2016
1162016
Mean field games via controlled martingale problems: existence of Markovian equilibria
D Lacker
Stochastic Processes and their Applications 125 (7), 2856-2894, 2015
742015
Limit theory for controlled McKean--Vlasov dynamics
D Lacker
SIAM Journal on Control and Optimization 55 (3), 1641-1672, 2017
512017
Mean field games of timing and models for bank runs
R Carmona, F Delarue, D Lacker
Applied Mathematics & Optimization 76 (1), 217-260, 2017
412017
Mean field and n‐agent games for optimal investment under relative performance criteria
D Lacker, T Zariphopoulou
Mathematical Finance 29 (4), 1003-1038, 2019
302019
From the master equation to mean field game limit theory: A central limit theorem
F Delarue, D Lacker, K Ramanan
Electronic Journal of Probability 24, 2019
302019
On the convergence of closed-loop Nash equilibria to the mean field game limit
D Lacker
arXiv preprint arXiv:1808.02745, 2018
302018
On a strong form of propagation of chaos for McKean-Vlasov equations
D Lacker
Electronic Communications in Probability 23, 2018
272018
Translation invariant mean field games with common noise
D Lacker, K Webster
Electronic Communications in Probability 20, 2015
212015
Liquidity, risk measures, and concentration of measure
D Lacker
Mathematics of Operations Research 43 (3), 813-837, 2018
202018
From the master equation to mean field game limit theory: Large deviations and concentration of measure
F Delarue, D Lacker, K Ramanan
The Annals of Probability 48 (1), 211-263, 2020
192020
A non-exponential extension of Sanov's theorem via convex duality
D Lacker
arXiv preprint arXiv:1609.04744, 2016
102016
Rare nash equilibria and the price of anarchy in large static games
D Lacker, K Ramanan
Mathematics of Operations Research 44 (2), 400-422, 2019
92019
Novel covariance-based neutrality test of time-series data reveals asymmetries in ecological and economic systems
AD Washburne, JW Burby, D Lacker
PLoS computational biology 12 (9), e1005124, 2016
82016
Non-exponential Sanov and Schilder theorems on Wiener space: BSDEs, Schr\" odinger problems and Control
J Backhoff-Veraguas, D Lacker, L Tangpi
arXiv preprint arXiv:1810.01980, 2018
62018
Dense sets of joint distributions appearing in filtration enlargements, stochastic control, and causal optimal transport
D Lacker
arXiv preprint arXiv:1805.03185, 2018
62018
Stochastic differential mean field game theory
D Lacker
Unpublished doctoral dissertation, Princeton University, Princeton, NJ, 2015
62015
Superposition and mimicking theorems for conditional McKean-Vlasov equations
D Lacker, M Shkolnikov, J Zhang
arXiv preprint arXiv:2004.00099, 2020
52020
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Articles 1–20