Agathe Soret
Economics and Econometrics · 2019
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 9 citations into it
- Finance — 9 citations into it
Whom Agathe Soret trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Agathe Soret's perspective
Ordered by how strongly the researchers Agathe Soret trusts endorse each paper. Same corpus, a different order for every researcher.
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Controlled Markov processes and viscosity solutions
- Mean Field Games and Applications
- Mean field and n‐agent games for optimal investment under relative performance criteria (Mathematical Finance)
- Mean field games
- Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
- A general characterization of the mean field limit for stochastic differential games
- A probabilistic weak formulation of mean field games and applications
- Linear-Quadratic Mean Field Games (Journal of Optimization Theory and Applications)
- Optimal execution strategies in limit order books with general shape functions