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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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(MURI) Theory, Implementations, and Applications of Mean Field Games: The Second Generation
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
NSF - National Science Foundation
8/1/17 → 7/31/21
Project: Research project
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Robust Methods in Mathematical Finance
NSF - National Science Foundation
9/15/15 → 8/31/18
Project: Research project
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Mathematical Methods for the New Commodity & Environmental Markets
NSF - National Science Foundation
9/1/12 → 8/31/16
Project: Research project
Research output
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Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games I: The ergodic case
Carmona, R. & Laurière, M., 2021, In: SIAM Journal on Numerical Analysis. 59, 3, p. 1455-1485 31 p.Research output: Contribution to journal › Article › peer-review
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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
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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
1 Scopus citations -
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
Carmona, R., Hamidouche, K., Lauriere, M. & Tan, Z., Dec 14 2020, 2020 59th IEEE Conference on Decision and Control, CDC 2020. Institute of Electrical and Electronics Engineers Inc., p. 1038-1043 6 p. 9303734. (Proceedings of the IEEE Conference on Decision and Control; vol. 2020-December).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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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