Articles to appear
- Finite state mean field games with Wright Fisher common noise as limits of N-player weighted games, with Asaf Cohen, Alekos Cecchin, and Francois Delarue, to appear in Mathematics of Operations Research. [ArXiv]
- Disorder Detection with Costly Observations, with Erik Ekstrom and Jia Guo, to appear in Journal of Applied Probability. [ArXiv].
- On the Continuity of the Root Barrier, with Thomas Bernhardt, to appear in the Proceedings of the AMS. [ArXiv]
Preprints
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit, with Christoph Belak, Soren Christensen, Frank Siefried. [SSRN]
- Mean field control and finite dimensional approximation for regime-switching jump diffusions, with Prakash Chakraborty. [ArXiv]
- Countercyclical unemployment benefits: General Equilibrium Analysis of Transition Dynamics, with Indrajit Mitra and Jingjie Zhang. [SSRN]
- A Potential-based Construction of the Increasing Spermartingale Coupling, with Dominykas Norgilas and Shuoqing Deng. [ArXiv]
- Graphon particle system: Uniform-in-time concentration bounds, with Ruoyu Wu [ArXiv]
- A Central Limit Theorem for Diffusion in Sparse Random Graphs, with Hamed Amini and Suman Chakraborty [ArXiv]
- Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games, with Xin Zhang [ArXiv]
- Optimal Investment and Consumption under a Habit-Formation Constraint, with Bahman Angoshtari and Jenny Young [ArXiv]
- Path-dependent Hamilton-Jacobi equations with super-quadratic growth in the gradient and the vanishing viscosity method, with Christian Keller. [ArXiv]
- K-core in percolated dense graph sequences, with Suman Chakraborty and Xin Zhang. [ArXiv]
- Optimal Consumption under a Habit-Formation Constraint, with Bahman Angoshtari and Jenny Young [ArXiv]
- Optimal Stopping with Expectation Constraint, with Song Yao. [ArXiv]
- McKean-Vlasov equations involving hitting times: blow-ups and global solvability, with Gaoyue Guo, Wenpin Tang, Yuming (Paul) Zhang. [ArXiv]
- Stationarity and uniform in time convergence for the graphon particle system, with Ruoyu Wu [ArXiv].
- Graphon Mean Field Systems, with Suman Chakraborty and Ruoyu Wu [ArXiv].
- Kr,s graph bootstrap percolation, with Suman Chakraborty. [ArXiv].