A probabilistic weak formulation of mean field games and applications R Carmona, D Lacker The Annals of Applied Probability 25 (3), 1189-1231, 2015 | 135 | 2015 |

Mean field games with common noise R Carmona, F Delarue, D Lacker The Annals of Probability 44 (6), 3740-3803, 2016 | 120 | 2016 |

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 | 116 | 2016 |

Mean field games via controlled martingale problems: existence of Markovian equilibria D Lacker Stochastic Processes and their Applications 125 (7), 2856-2894, 2015 | 74 | 2015 |

Limit theory for controlled McKean--Vlasov dynamics D Lacker SIAM Journal on Control and Optimization 55 (3), 1641-1672, 2017 | 51 | 2017 |

Mean field games of timing and models for bank runs R Carmona, F Delarue, D Lacker Applied Mathematics & Optimization 76 (1), 217-260, 2017 | 41 | 2017 |

Mean field and *n*‐agent games for optimal investment under relative performance criteriaD Lacker, T Zariphopoulou Mathematical Finance 29 (4), 1003-1038, 2019 | 30 | 2019 |

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 | 30 | 2019 |

On the convergence of closed-loop Nash equilibria to the mean field game limit D Lacker arXiv preprint arXiv:1808.02745, 2018 | 30 | 2018 |

On a strong form of propagation of chaos for McKean-Vlasov equations D Lacker Electronic Communications in Probability 23, 2018 | 27 | 2018 |

Translation invariant mean field games with common noise D Lacker, K Webster Electronic Communications in Probability 20, 2015 | 21 | 2015 |

Liquidity, risk measures, and concentration of measure D Lacker Mathematics of Operations Research 43 (3), 813-837, 2018 | 20 | 2018 |

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 | 19 | 2020 |

A non-exponential extension of Sanov's theorem via convex duality D Lacker arXiv preprint arXiv:1609.04744, 2016 | 10 | 2016 |

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 | 9 | 2019 |

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 | 8 | 2016 |

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 | 6 | 2018 |

Dense sets of joint distributions appearing in filtration enlargements, stochastic control, and causal optimal transport D Lacker arXiv preprint arXiv:1805.03185, 2018 | 6 | 2018 |

Stochastic differential mean field game theory D Lacker Unpublished doctoral dissertation, Princeton University, Princeton, NJ, 2015 | 6 | 2015 |

Superposition and mimicking theorems for conditional McKean-Vlasov equations D Lacker, M Shkolnikov, J Zhang arXiv preprint arXiv:2004.00099, 2020 | 5 | 2020 |