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Dive into the research topics where Rene A. Carmona is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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New Mathematical Challenges of the Optimization of Large Stochastic Systems
Carmona, R. A. (PI)
Air Force Office of Scientific Research
5/1/23 → 4/30/26
Project: Research project
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(MURI) Theory, Implementations, and Applications of Mean Field Games: The Second Generation
Carmona, R. A. (PI)
Air Force Office of Scientific Research
6/15/19 → 6/14/22
Project: Research project
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Equilibria in Large Populations: Asymmetric Mean Field Games and Optimal Control
Carmona, R. A. (PI)
NSF - National Science Foundation
8/1/17 → 7/31/21
Project: Research project
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Robust Methods in Mathematical Finance
Carmona, R. A. (PI)
NSF - National Science Foundation
9/15/15 → 8/31/18
Project: Research project
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Joint Granular Model for Load, Solar and Wind Power Scenario Generation
Carmona, R. & Yang, X., Jan 1 2024, In: IEEE Transactions on Sustainable Energy. 15, 1, p. 674-686 13 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Leveraging the Turnpike Effect for Mean Field Games Numerics
Carmona, R. A. & Zeng, C., 2024, In: IEEE Open Journal of Control Systems. 3, p. 389-404 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Nonstandard stochastic control with nonlinear Feynman–Kac costs
Carmona, R., Laurière, M. & Lions, P. L., Sep 2024, In: Illinois Journal of Mathematics. 68, 3, p. 577-637 61 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
MODEL-FREE MEAN-FIELD REINFORCEMENT LEARNING: MEAN-FIELD MDP AND MEAN-FIELD Q-LEARNING
Carmona, R., Laurière, M. & Tan, Z., Dec 2023, In: Annals of Applied Probability. 33, 6 B, p. 5334-5381 48 p.Research output: Contribution to journal › Article › peer-review
Open Access13 Scopus citations -
Optimal Execution with Quadratic Variation Inventories
Carmona, R. & Leal, L., 2023, In: SIAM Journal on Financial Mathematics. 14, 3, p. 751-776 26 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Scopus citations