Daniel Lacker

Finance · 2013–2021

A researcher in the Science corpus: 13 papers; trusts 90 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Finance — 134 citations into it; #804 of 10,518 by trust here, #1,310 by citations
• Economics and Econometrics — 102 citations into it; #2,113 of 23,481 by trust here, #4,865 by citations
• Applied Mathematics — 45 citations into it
• Statistical and Nonlinear Physics — 36 citations into it; #3,762 of 10,127 by trust here, #5,200 by citations
• Statistics and Probability — 25 citations into it
• Mathematical Physics — 23 citations into it; #6,936 of 8,562 by trust here, #2,682 by citations
• Management Science and Operations Research — 19 citations into it
• Demography — 18 citations into it; #888 of 4,236 by trust here, #1,980 by citations

Whom Daniel Lacker trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. René A. Carmona
2. François Delarue
3. Alain Bensoussan
4. Jean-Michel Lasry
5. Gerard P. Brunick
6. Peter E. Caines
7. Pierre Cardaliaguet
8. Pierre-Louis Lions
9. Minyi Huang
10. Pierre-Emmanuel Jabin

Who trusts Daniel Lacker overall

1. Markus Fischer
2. Franccois Delarue
3. François Delarue
4. René A. Carmona
5. Pierre Cardaliaguet
6. Jean-François Chassagneux
7. Charles Bertucci
8. Luciano Campi
9. Rinel Foguen Tchuendom
10. Mykhaylo Shkolnikov

Papers from Daniel Lacker's perspective

Ordered by how strongly the researchers Daniel Lacker trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
3. Topics in Optimal Transportation
4. Mean field games
5. A probabilistic weak formulation of mean field games and applications
6. A reference case for mean field games models
7. Controlled Markov processes and viscosity solutions
8. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
9. Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (SIAM Journal of Control and Optimization)
10. Optimal Transport: Old and New

Their papers

• A probabilistic weak formulation of mean field games and applications (2013) — 216 citations
• A general characterization of the mean field limit for stochastic differential games (2014) — 206 citations
• Mean field games via controlled martingale problems: Existence of Markovian equilibria (2014) — 162 citations
• On the convergence of closed-loop Nash equilibria to the mean field game limit (2018) — 117 citations
• Mean field and n‐agent games for optimal investment under relative performance criteria (2017) — 170 citations
• Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions (2021) — 136 citations
• Superposition and mimicking theorems for conditional McKean–Vlasov equations (2020) — 56 citations
• Many-player games of optimal consumption and investment under relative performance criteria (2019) — 80 citations
• On a strong form of propagation of chaos for McKean-Vlasov equations (2018) — 117 citations
• From the master equation to mean field game limit theory: Large deviations and concentration of measure (2018) — 87 citations
• From the master equation to mean field game limit theory: a central limit theorem (2018) — 109 citations
• Mean Field Games of Timing and Models for Bank Runs (2016) — 95 citations
• Mean field games with common noise (2014) — 291 citations