René Carmona - RankMe

35 papers Journal 34Unranked 1

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Cost Attribution And Risk-Averse Unit Commitment In Power Grids Using Integrated Gradient. CoRR René Carmona, Ronnie Sircar, Xinshuo Yang
2023	J	`jnl`	Optimal Execution with Quadratic Variation Inventories. SIAM J. Financial Math. René Carmona, Laura Leal
2022	J	`jnl`	Finite State Graphon Games with Applications to Epidemics. Dyn. Games Appl. Alexander Aurell, René Carmona, Gökçe Dayanikli, Mathieu Laurière
2022	J	`jnl`	Mean Field Model for an Advertising Competition in a Duopoly. CoRR René Carmona, Gökçe Dayanikli
2022	J	`jnl`	Mean Field Models to Regulate Carbon Emissions in Electricity Production. Dyn. Games Appl. René Carmona, Gökçe Dayanikli, Mathieu Laurière
2022	J	`jnl`	Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach. SIAM J. Control. Optim. Alexander Aurell, René Carmona, Gökçe Dayanikli, Mathieu Laurière
2022	J	`jnl`	Stochastic Graphon Games: I. The Static Case. Math. Oper. Res. René Carmona, Daniel B. Cooney, Christy V. Graves, Mathieu Laurière
2021	J	`jnl`	A Probabilistic Approach to Extended Finite State Mean Field Games. Math. Oper. Res. René Carmona, Peiqi Wang
2021	J	`jnl`	Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case. SIAM J. Numer. Anal. René Carmona, Mathieu Laurière
2021	J	`jnl`	Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance. CoRR René Carmona, Mathieu Laurière
2021	J	`jnl`	Finite-State Contract Theory with a Principal and a Field of Agents. Manag. Sci. René Carmona, Peiqi Wang
2021	J	`jnl`	Mean Field Game Model for an Advertising Competition in a Duopoly. IGTR René Carmona, Gökçe Dayanikli
2020	J	`jnl`	Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game. Dyn. Games Appl. René Carmona, Christy V. Graves
2020	J	`jnl`	Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization. CoRR René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
2020	—	`conf`	Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games. CDC René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
2020	J	`jnl`	Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games. CoRR René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
2019	J	`jnl`	Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: I - The Ergodic Case. CoRR René Carmona, Mathieu Laurière
2019	J	`jnl`	Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II - The Finite Horizon Case. CoRR René Carmona, Mathieu Laurière
2019	J	`jnl`	Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona
2019	J	`jnl`	Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods. CoRR René Carmona, Mathieu Laurière, Zongjun Tan
2019	J	`jnl`	Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning. CoRR René Carmona, Mathieu Laurière, Zongjun Tan
2018	J	`jnl`	Systemic Risk and Stochastic Games with Delay. J. Optim. Theory Appl. René Carmona, Jean-Pierre Fouque, Seyyed Mostafa Mousavi, Li-Hsien Sun
2017	J	`jnl`	Simulation of Implied Volatility Surfaces via Tangent Lévy Models. SIAM J. Financial Math. René Carmona, Yi Ma, Sergey Nadtochiy
2013	J	`jnl`	Probabilistic Analysis of Mean-Field Games. SIAM J. Control. Optim. René Carmona, François Delarue
2012	J	`jnl`	Tangent Lévy market models. Finance Stochastics René Carmona, Sergey Nadtochiy
2011	J	`jnl`	Risk-Neutral Models for Emission Allowance Prices and Option Valuation. Manag. Sci. René Carmona, Juri Hinz
2010	J	`jnl`	Market Design for Emission Trading Schemes. SIAM Rev. René Carmona, Max Fehr, Juri Hinz, Arnaud Porchet
2010	J	`jnl`	Message From the Editors-in-Chief. SIAM J. Financial Math. René Carmona, Ronnie Sircar
2009	J	`jnl`	Interacting particle systems for the computation of rare credit portfolio losses. Finance Stochastics René Carmona, Jean-Pierre Fouque, Douglas Vestal
2009	J	`jnl`	Local volatility dynamic models. Finance Stochastics René Carmona, Sergey Nadtochiy
2009	J	`jnl`	Monte Carlo Malliavin Computation of the Sensitivities of Solutions of SPDEs. SIAM J. Appl. Math. René Carmona, Lixin Wang
2009	J	`jnl`	Optimal Stochastic Control and Carbon Price Formation. SIAM J. Control. Optim. René Carmona, Max Fehr, Juri Hinz
2008	J	`jnl`	Optimal Multiple Stopping of Linear Diffusions. Math. Oper. Res. René Carmona, Savas Dayanik
2007	J	`jnl`	A Statistical Analysis of Editorial Influence and Author-Character Similarities in 1990s Lit. Linguistic Comput. Katherine L. Milkman, René Carmona, William Gleason
2003	J	`jnl`	Pricing and Hedging Spread Options. SIAM Rev. René Carmona, Valdo Durrleman