Markus Fischer

发表

Discretisation of continuous-time stochastic optimal control problems with delay

Markus Fischer, 2007 .

Probabilistic Approach to Finite State Mean Field Games

Markus Fischer, Alekos Cecchin, 2017, Applied Mathematics & Optimization.

On the connection between symmetric $N$-player games and mean field games

Markus Fischer, 2014, 1405.1345.

Large deviation properties of weakly interacting processes via weak convergence methods

P. Dupuis, A. Budhiraja, Markus Fischer, 2010, 1009.6030.

Continuous time mean-variance portfolio optimization through the mean field approach

Markus Fischer, G. Livieri, 2016 .

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

Discretisation of stochastic control problems for continuous time dynamics with delay

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

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

Giovanna Nappo, Markus Fischer, Markus Fischer, 2008 .

On the Moments of the Modulus of Continuity of Itô Processes

Giovanna Nappo, Markus Fischer, Markus Fischer, 2009 .

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 to Absorption for a Heterogeneous Neutral Competition Model

A. Maritan, P. D. Pra, M. Formentin, 2013, 1311.4368.

On the Asymptotic Nature of First Order Mean Field Games

Francisco J. Silva, Markus Fischer, 2019, Applied Mathematics & Optimization.

On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

P. D. Pra, Markus Fischer, Alekos Cecchin, 2018, SIAM J. Control. Optim..

On the connection between mean field games and N-player games

Markus Fischer, 2015 .

Probabilistic Approach to Finite State Mean Field Games

Markus Fischer, Alekos Cecchin, 2018, Applied Mathematics & Optimization.

A Curie-Weiss Model with Dissipation

Markus Fischer, D. Regoli, P. Dai Pra, 2013, Journal of Statistical Physics.

Markus Fischer, L. Campi, Ofelia Bonesini, 2022, 2212.01656.

Time to Absorption for a Heterogeneous Neutral Competition Model

A. Maritan, P. D. Pra, M. Formentin, 2014, Journal of Statistical Physics.

On the Asymptotic Nature of First Order Mean Field Games

Markus Fischer, F. J. Silva, 2020, Applied Mathematics & Optimization.

Submodular mean field games: Existence and approximation of solutions

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

An Iterative Procedure for Constructing Subsolutions of Discrete-Time Optimal Control Problems

Markus Fischer, Markus Fischer, 2011, SIAM J. Control. Optim..

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

Markus Fischer, Markus Fischer, 2011 .

Large deviations, weak convergence, and relative entropy∗

Markus Fischer, 2013 .

Markus Fischer, L. Campi, Federico Cannerozzi, 2023, 2303.16728.

McKean–Vlasov limit for interacting systems with simultaneous jumps

Markus Fischer, P. Dai Pra, L. Andreis, 2017, Stochastic Analysis and Applications.

On Large Deviations for Small Noise Itô Processes

Markus Fischer, Alberto Chiarini, 2012, Advances in Applied Probability.

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.

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

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

Markov processes and martingale problems∗

Markus Fischer, Markus Fischer, 2012 .

A Curie-Weiss Model with Dissipation

Markus Fischer, D. Regoli, P. Dai Pra, 2013, 1305.0288.

PR ] 1 M ay 2 01 3 A Curie-Weiss model with dissipation

P. D. Pra, Markus Fischer, D. Regoli, 2013 .

Limits of relative entropies associated with weakly interacting particle systems

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

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

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

Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback

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

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

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

A Robbins-Monro type learning algorithm for an entropy maximizing version of stochastic Optimality Theory

Markus Fischer, 2005 .

A Unifying Framework for Submodular Mean Field Games

Giorgio Ferrari, Jodi Dianetti, Max Nendel, 2022, Math. Oper. Res..

On the moments of the modulus of continuity of Itô di usions

Markus Fischer, G. Nappo, 2007 .

An Algorithm to Construct Subsolutions of Convex Optimal Control Problems

Markus Fischer, G. Bet, 2021, SIAM J. Control. Optim..

Distributed Numerical Markov Chain Analysis

Peter Kemper, Markus Fischer, P. Kemper, 2001, PVM/MPI.

Simultaneous jumps in interacting particle systems: From neuronal networks to a general framework

Markus Fischer, L. Andreis, P. Pra, 2017 .