Markus Fischer

发表

An algorithm to construct subsolutions of convex optimal control problems

Gianmarco Bet, Markus Fischer, 2021 .

Submodular mean field games: Existence and approximation of solutions

Giorgio Ferrari, Jodi Dianetti, Markus Fischer, 2019, The Annals of Applied Probability.

Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback

Peter Imkeller, Markus Fischer, P. Imkeller, 2006 .

$N$-player games and mean-field games with absorption

Luciano Campi, Markus Fischer, Markus Fischer, 2016, The Annals of Applied Probability.

A two state model for noise-induced resonance in bistable systems with delay

Peter Imkeller, Markus Fischer, P. Imkeller, 2005 .

Limits of relative entropies associated with weakly interacting particle systems

Amarjit Budhiraja, Kavita Ramanan, Paul Dupuis, 2014, 1412.5553.

Correlated Equilibria and Mean Field Games: A Simple Model

Luciano Campi, Markus Fischer, Markus Fischer, 2020, Math. Oper. Res..

On the Moments of the Modulus of Continuity of Itô Processes

Giovanna Nappo, Markus Fischer, Markus Fischer, 2009 .

Discretisation of stochastic control problems for continuous time dynamics with delay

Markus Fischer, Markus Reiss, M. Reiß, 2006 .

On the construction of Lyapunov functions for nonlinear Markov processes via relative entropy

Markus Fischer, Markus Fischer, 2011 .

Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes

Amarjit Budhiraja, Kavita Ramanan, Paul Dupuis, 2014, 1412.5555.

On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games

Martino Bardi, Markus Fischer, M. Bardi, 2017, ESAIM: Control, Optimisation and Calculus of Variations.

On the form of the large deviation rate function for the empirical measures of weakly interacting systems

Markus Fischer, Markus Fischer, 2012, 1208.0472.

Time Discretisation and Rate of Convergence for the Optimal Control of Continuous-Time Stochastic Systems with Delay

Giovanna Nappo, Markus Fischer, Markus Fischer, 2008 .

Markov processes and martingale problems∗

Markus Fischer, Markus Fischer, 2012 .