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Rene A. Carmona

  • 2945 Citations
  • 32 h-Index
1976 …2020

Research output per year

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Projects

(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

    • Research Output

    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

    • Extended mean field control problems: Stochastic maximum principle and transport perspective

    Acciaio, B., Backhoff-Veraguas, J. & Carmona, R., Jan 1 2019, In : SIAM Journal on Control and Optimization. 57, 6, p. 3666-3693 28 p.

    Research output: Contribution to journal › Article

    • 1 Scopus citations

    Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game

    Carmona, R. A. & Graves, C. V., Jan 1 2019, In : Dynamic Games and Applications.

    Research output: Contribution to journal › Article

    • 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

    • 1 Scopus citations

    Systemic Risk and Stochastic Games with Delay

    Carmona, R. A., Fouque, J. P., Mousavi, S. M. & Sun, L. H., Nov 1 2018, In : Journal of Optimization Theory and Applications. 179, 2, p. 366-399 34 p.

    Research output: Contribution to journal › Article

    • 4 Scopus citations