Andrea Cosso
Finance · 2016–2021
A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 32 citations into it; #4,680 of 10,518 by trust here, #5,523 by citations
- Economics and Econometrics — 21 citations into it
- Applied Mathematics — 13 citations into it; #7,502 of 7,620 by trust here, #4,482 by citations
- Geometry and Topology — 9 citations into it
- Demography — 6 citations into it
- Management Science and Operations Research — 6 citations into it
- Statistics and Probability — 6 citations into it
Whom Andrea Cosso trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Cong Wu
- Wilfrid Gangbo
- René A. Carmona
- Vivek Shripad Borkar
- Alain Bensoussan
- Huyen Pham
- Bruno Dupire
- Luigi Ambrosio
- Jianfeng Zhang
- Jean-Michel Lasry
Who trusts Andrea Cosso overall
Papers from Andrea Cosso's perspective
Ordered by how strongly the researchers Andrea Cosso 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
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures
- Mean field games
- Mean-field stochastic differential equations and associated PDEs
- The Master Equation and the Convergence Problem in Mean Field Games
- The Master equation in mean field theory
- User’s guide to viscosity solutions of second order partial differential equations
- Optimal Transport: Old and New
- Mean Field Games (Lecture notes in mathematics)
- On a class of first order Hamilton–Jacobi equations in metric spaces
Their papers
- Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension (2020) — 49 citations
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2021) — 70 citations
- Zero-sum stochastic differential games of generalized McKean–Vlasov type (2018) — 66 citations
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (2016) — 100 citations