R
René Carmona
Researcher at Princeton University
Publications - 211
Citations - 11517
René Carmona is an academic researcher from Princeton University. The author has contributed to research in topics: Stochastic differential equation & Nash equilibrium. The author has an hindex of 53, co-authored 206 publications receiving 10163 citations. Previous affiliations of René Carmona include University of California, Irvine.
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Asymptotics for the almost sure Lyapunov Exponent for the solution of the parabolic Anderson problem
TL;DR: In this paper, the asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem as the molecular diffusivity tends to zero were shown.
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An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts
René Carmona,Peiqi Wang +1 more
TL;DR: In this paper, the authors introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls, and apply this approach to linear quadratic models for which they recover the existing solutions for open loop equilibria, and show that they can also provide solutions for closed loop versions of the game.
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The Master Equation for Large Population Equilibriums
René Carmona,François Delarue +1 more
TL;DR: In this article, the authors used a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the College de France.