M
Markus Fischer
Researcher at University of Padua
Publications - 48
Citations - 1258
Markus Fischer is an academic researcher from University of Padua. The author has contributed to research in topics: Nash equilibrium & Stochastic differential equation. The author has an hindex of 19, co-authored 46 publications receiving 1076 citations. Previous affiliations of Markus Fischer include Heidelberg University & Humboldt University of Berlin.
Papers
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Continuous time mean-variance portfolio optimization through the mean field approach
Markus Fischer,Giulia Livieri +1 more
TL;DR: In this paper, a mean-variance portfolio optimization problem in continuous time is solved using the mean field approach, where the original optimal control problem, which is time inconsistent, is viewed as the McKean-Vlasov limit of a family of controlled many-component weakly interacting systems.
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On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
TL;DR: In this paper, the authors consider a mean field game with continuous time over a finite horizon, where the position of each agent belongs to a constant value of the cost of the game.
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A Curie-Weiss Model with Dissipation
TL;DR: In this article, the authors consider stochastic dynamics for a spin system with mean field interaction, in which the interaction potential is subject to noisy and dissipative Stochastic evolution.
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McKean-Vlasov limit for interacting systems with simultaneous jumps
TL;DR: In this article, the McKean-Vlasov limit for mean-field systems of interacting diffusions characterized by an interaction was considered for several applications, including neuronal models.
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Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes
TL;DR: Local Lyapunov functions are identified for several classes of nonlinear ODEs, including those associated with systems with slow adaptation and Gibbs systems as mentioned in this paper, where positive definite subsolutions of this partial differential equation (PDE) are shown to serve as local LYP functions for the ODE.