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Agathe Soret
Agathe Soret
PhD Candidate in Operations Research, Columbia University
Bestätigte E-Mail-Adresse bei columbia.edu
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Zitiert von
Zitiert von
Jahr
Many-player games of optimal consumption and investment under relative performance criteria
D Lacker, A Soret
Mathematics and Financial Economics 14 (2), 263-281, 2020
532020
A case study on stochastic games on large graphs in mean field and sparse regimes
D Lacker, A Soret
Mathematics of Operations Research 47 (2), 1530-1565, 2022
362022
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
D Lacker, A Soret
Mathematics of Operations Research 48 (4), 1987-2018, 2023
162023
A generalized markov chain model to capture dynamic preferences and choice overload
K Goutam, V Goyal, A Soret
arXiv preprint arXiv:1911.06716, 2019
62019
Mean Field Games with heterogeneous players: from portfolio optimization to network effects
A Soret
Columbia University, 2022
2022
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