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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 -
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 Access8 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 Access3 Scopus citations -
Synchronization in a Kuramoto mean field game
Carmona, R., Cormier, Q. & Soner, H. M., 2023, In: Communications in Partial Differential Equations. 48, 9, p. 1214-1244 31 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
CONVERGENCE ANALYSIS OF MACHINE LEARNING ALGORITHMS FOR THE NUMERICAL SOLUTION OF MEAN FIELD CONTROL AND GAMES: II-THE FINITE HORIZON CASE
Carmona, R. & Laurière, M., Dec 2022, In: Annals of Applied Probability. 32, 6, p. 4065-4105 41 p.Research output: Contribution to journal › Article › peer-review
Open Access24 Scopus citations