Recent Articles

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].