Rene A. Carmona

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

Research activity per year

If you made any changes in Pure these will be visible here soon.

Fingerprint

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.

Network

Recent external collaboration on country level. Dive into details by clicking on the dots.

2 Active
4 Finished

(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
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
Mean Field Games on Graphs
Carmona, R. A.
Army Research Office - NC
9/25/17 → 1/24/21
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

3085 Citations
33 h-Index
73 Article
6 Chapter
5 Conference contribution
3 Foreword/postscript
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
3 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
1 Scopus citations