Concepedia

Daniel Lacker

DL

19

Publications

1.1K

Citations

15

H-Index

2014

Active since

Affiliations

Columbia University(Current)

Princeton University

Laboratoire Jean-Alexandre Dieudonné

The University of Texas at Austin

John Brown University

Daniel Lacker is an author at Columbia University specializing in probability theory, engineering, and game theory.

Top concepts

EngineeringProbabilityGamesGame TheoryBusinessStochastic AnalysisStochastic Differential EquationsComputer ScienceMechanism DesignStochastic Models

Publications per year

2014–2023

19

Publications

19

Mean field games with common noise

René Carmona, François Delarue, Daniel Lacker · The Annals of Probability · 2016 · 187 citations

Engineering, Mean Field Games, Game Theory +16

A probabilistic weak formulation of mean field games and applications

René Carmona, Daniel Lacker · The Annals of Applied Probability · 2015 · 173 citations · Full text

Mathematical Programming, Weak Formulation, Differential Game +14

A general characterization of the mean field limit for stochastic differential games

Daniel Lacker · Probability Theory and Related Fields · 2015 · 167 citations · Full text

Differential Game, General Characterization, Mean Field Limit +10

Mean field games via controlled martingale problems: Existence of Markovian equilibria

Daniel Lacker · Stochastic Processes and their Applications · 2015 · 124 citations · Full text

Differential Game, Markovian Equilibria, Mean Field Games +8

Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria

Daniel Lacker, Thaleia Zariphopoulou · Mathematical Finance · 2019 · 111 citations

Game Theory, Asset Allocation, Stochastic Game +21

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