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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
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
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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Joint Granular Model for Load, Solar and Wind Power Scenario Generation
Carmona, R. & Yang, X., 2023, (Accepted/In press) In: IEEE Transactions on Sustainable Energy. p. 1-13 13 p.Research output: Contribution to journal › Article › peer-review
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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
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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
3 Scopus citations -
Finite State Graphon Games with Applications to Epidemics
Aurell, A., Carmona, R., Dayanıklı, G. & Laurière, M., Mar 2022, In: Dynamic Games and Applications. 12, 1, p. 49-81 33 p.Research output: Contribution to journal › Article › peer-review
Open Access8 Scopus citations -
Mean Field Models to Regulate Carbon Emissions in Electricity Production
Carmona, R., Dayanıklı, G. & Laurière, M., Sep 2022, In: Dynamic Games and Applications. 12, 3, p. 897-928 32 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations