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Marcos Leutscher
Marcos Leutscher
Unknown affiliation
Verified email at leutscher.es - Homepage
Title
Cited by
Cited by
Year
Control and optimal stopping mean field games: a linear programming approach
R Dumitrescu, M Leutscher, P Tankov
Electronic Journal of Probability 26, 1-49, 2021
342021
Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
R Dumitrescu, M Leutscher, P Tankov
ESAIM: Mathematical Modelling and Numerical Analysis 57 (2), 953-990, 2023
202023
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise
R Dumitrescu, M Leutscher, P Tankov
Mathematics and Financial Economics 18 (2), 233-274, 2024
19*2024
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Articles 1–3