Lacker, Daniel; Le Flem, Luc Closed-loop convergence for mean field games with common noise. (English) Zbl 1519.49026 Ann. Appl. Probab. 33, No. 4, 2681-2733 (2023). MSC: 49N80 91A06 93E20 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{L. Le Flem}, Ann. Appl. Probab. 33, No. 4, 2681--2733 (2023; Zbl 1519.49026) Full Text: DOI arXiv Link
Lacker, Daniel; Shkolnikov, Mykhaylo; Zhang, Jiacheng Superposition and mimicking theorems for conditional McKean-Vlasov equations. (English) Zbl 07714633 J. Eur. Math. Soc. (JEMS) 25, No. 8, 3229-3288 (2023). MSC: 60H10 60H15 35Q84 93E20 PDFBibTeX XMLCite \textit{D. Lacker} et al., J. Eur. Math. Soc. (JEMS) 25, No. 8, 3229--3288 (2023; Zbl 07714633) Full Text: DOI arXiv
Lacker, Daniel Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions. (English) Zbl 1515.82109 Probab. Math. Phys. 4, No. 2, 377-432 (2023). MSC: 82C22 60F17 60H10 PDFBibTeX XMLCite \textit{D. Lacker}, Probab. Math. Phys. 4, No. 2, 377--432 (2023; Zbl 1515.82109) Full Text: DOI arXiv
Lacker, Daniel; Soret, Agathe A case study on stochastic games on large graphs in mean field and sparse regimes. (English) Zbl 1489.91017 Math. Oper. Res. 47, No. 2, 1530-1565 (2022). MSC: 91A15 91A43 93E20 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{A. Soret}, Math. Oper. Res. 47, No. 2, 1530--1565 (2022; Zbl 1489.91017) Full Text: DOI arXiv
Lacker, Daniel On the convergence of closed-loop Nash equilibria to the mean field game limit. (English) Zbl 1470.91036 Ann. Appl. Probab. 30, No. 4, 1693-1761 (2020). MSC: 91A16 91A15 60H10 93E20 PDFBibTeX XMLCite \textit{D. Lacker}, Ann. Appl. Probab. 30, No. 4, 1693--1761 (2020; Zbl 1470.91036) Full Text: DOI arXiv Euclid
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: large deviations and concentration of measure. (English) Zbl 1445.60025 Ann. Probab. 48, No. 1, 211-263 (2020). Reviewer: Edward Omey (Brussels) MSC: 60F10 60E15 60H10 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Probab. 48, No. 1, 211--263 (2020; Zbl 1445.60025) Full Text: DOI arXiv Euclid
Lacker, Daniel; Soret, Agathe Many-player games of optimal consumption and investment under relative performance criteria. (English) Zbl 1437.91057 Math. Financ. Econ. 14, No. 2, 263-281 (2020). MSC: 91A16 91A06 91G10 91A80 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{A. Soret}, Math. Financ. Econ. 14, No. 2, 263--281 (2020; Zbl 1437.91057) Full Text: DOI arXiv
Lacker, Daniel; Ramanan, Kavita Rare Nash equilibria and the price of anarchy in large static games. (English) Zbl 1435.91024 Math. Oper. Res. 44, No. 2, 400-422 (2019). MSC: 91A16 91A14 91A07 91A43 60F10 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{K. Ramanan}, Math. Oper. Res. 44, No. 2, 400--422 (2019; Zbl 1435.91024) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: a central limit theorem. (English) Zbl 1508.60032 Electron. J. Probab. 24, Paper No. 51, 54 p. (2019). MSC: 60F05 60H10 60H15 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Electron. J. Probab. 24, Paper No. 51, 54 p. (2019; Zbl 1508.60032) Full Text: DOI arXiv Euclid
Lacker, Daniel On a strong form of propagation of chaos for McKean-Vlasov equations. (English) Zbl 1396.65013 Electron. Commun. Probab. 23, Paper No. 45, 11 p. (2018). MSC: 65C35 60K35 35K59 PDFBibTeX XMLCite \textit{D. Lacker}, Electron. Commun. Probab. 23, Paper No. 45, 11 p. (2018; Zbl 1396.65013) Full Text: DOI arXiv Euclid
Carmona, René; Delarue, François; Lacker, Daniel Mean field games of timing and models for bank runs. (English) Zbl 1411.91102 Appl. Math. Optim. 76, No. 1, 217-260 (2017). MSC: 91A23 91A15 91A55 60G40 PDFBibTeX XMLCite \textit{R. Carmona} et al., Appl. Math. Optim. 76, No. 1, 217--260 (2017; Zbl 1411.91102) Full Text: DOI arXiv
Lacker, Daniel Limit theory for controlled McKean-Vlasov dynamics. (English) Zbl 1362.93167 SIAM J. Control Optim. 55, No. 3, 1641-1672 (2017). MSC: 93E20 82C22 60H30 PDFBibTeX XMLCite \textit{D. Lacker}, SIAM J. Control Optim. 55, No. 3, 1641--1672 (2017; Zbl 1362.93167) Full Text: DOI arXiv
Lacker, Daniel A general characterization of the mean field limit for stochastic differential games. (English) Zbl 1344.60065 Probab. Theory Relat. Fields 165, No. 3-4, 581-648 (2016). MSC: 60H30 60H10 60F05 49N70 91A23 91A15 91A06 93E20 PDFBibTeX XMLCite \textit{D. Lacker}, Probab. Theory Relat. Fields 165, No. 3--4, 581--648 (2016; Zbl 1344.60065) Full Text: DOI arXiv
Lacker, Daniel Mean field games via controlled martingale problems: existence of Markovian equilibria. (English) Zbl 1346.60083 Stochastic Processes Appl. 125, No. 7, 2856-2894 (2015). MSC: 60H10 60G44 60J25 49N70 91A23 91A15 PDFBibTeX XMLCite \textit{D. Lacker}, Stochastic Processes Appl. 125, No. 7, 2856--2894 (2015; Zbl 1346.60083) Full Text: DOI arXiv
Carmona, René; Lacker, Daniel A probabilistic weak formulation of mean field games and applications. (English) Zbl 1332.60100 Ann. Appl. Probab. 25, No. 3, 1189-1231 (2015). MSC: 60H30 60H10 93E20 91A07 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{D. Lacker}, Ann. Appl. Probab. 25, No. 3, 1189--1231 (2015; Zbl 1332.60100) Full Text: DOI arXiv Euclid