Rene A. Carmona

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

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3 Finished
3 Active

(MURI) Theory, Implementations, and Applications of Mean Field Games: The Second Generation
Carmona, R. A.
Air Force Office of Scientific Research
6/15/19 → 6/14/22
Project: Research project
Mean Field Games on Graphs
Carmona, R. A.
Army Research Office - NC
9/25/17 → 1/24/21
Project: Research project
Equilibria in Large Populations: Asymmetric Mean Field Games and Optimal Control
Carmona, R. A.
NSF - National Science Foundation
8/1/17 → 7/31/21
Project: Research project
Robust Methods in Mathematical Finance
Carmona, R. A.
NSF - National Science Foundation
9/15/15 → 8/31/18
Project: Research project
Mathematical Methods for the New Commodity & Environmental Markets
Carmona, R. A.
NSF - National Science Foundation
9/1/12 → 8/31/16
Project: Research project

3323 Citations
33 h-Index
73 Article
6 Chapter
5 Conference contribution
3 Foreword/postscript
7 More

2020 Joseph L. Doob prize
Carmona, R. & Delarue, F., Apr 2020, In : Notices of the American Mathematical Society. 67, 4, p. 557-559 3 p.
Research output: Contribution to journal › Comment/debate › peer-review
Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game
Carmona, R. A. & Graves, C. V., Mar 1 2020, In : Dynamic Games and Applications. 10, 1, p. 79-99 21 p.
Research output: Contribution to journal › Article › peer-review
The Dyson and Coulomb Games
Carmona, R., Cerenzia, M. & Palmer, A. Z., Sep 1 2020, In : Annales Henri Poincare. 21, 9, p. 2897-2949 53 p.
Research output: Contribution to journal › Article › peer-review
Extended mean field control problems: Stochastic maximum principle and transport perspective
Acciaio, B., Backhoff-Veraguas, J. & Carmona, R., 2019, In : SIAM Journal on Control and Optimization. 57, 6, p. 3666-3693 28 p.
Research output: Contribution to journal › Article › peer-review
1 Scopus citations
The self-financing equation in limit order book markets
Carmona, R. A. & Webster, K., Jul 15 2019, In : Finance and Stochastics. 23, 3, p. 729-759 31 p.
Research output: Contribution to journal › Article › peer-review
3 Scopus citations