L. Campi, F. Cannerozzi, and M. Fischer. Coarse correlated equilibria for continuous time mean field games in open loop strategies. Submitted for publication, 2023. arXiv O. Bonesini, L. Campi, and M. Fischer. Correlated equilibria for mean field games with progressive strategies. Submitted for publication, 2022. arXiv
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J. Dianetti, G. Ferrari, M. Fischer, and M. Nendel. A unifying framework for submodular mean field games. Math. Oper. Res., 48(3): 1679-1710, 2023; published online, 2022. arXiv / paper G. Bet and M. Fischer. An algorithm to construct subsolutions of convex optimal control problems. SIAM J. Control Optim., 60(5): 2902-2926, 2022. arXiv L. Campi and M. Fischer. Correlated equilibria and mean field games: a simple model. Math. Oper. Res., 47(3): 2240-2259, 2022. Preprint / arXiv / paper J. Dianetti, G. Ferrari, M. Fischer, and M. Nendel. Submodular mean field games: existence and approximation of solutions. Ann. Appl. Probab., 31(6): 2538-2566, 2021. arXiv / paper M. Fischer and F.J. Silva. On the asymptotic nature of first order mean field games. Appl. Math. Optim., 84, 2327-2357, 2021; published online, 2020. arXiv / paper A. Cecchin, P. Dai Pra, M. Fischer, and G. Pelino. On the convergence problem in Mean Field Games: a two state model without uniqueness. SIAM J. Control Optim., 57(4), 2443-2466, 2019. Preprint / arXiv M. Bardi and M. Fischer. On non-uniqueness and uniqueness of solutions in finite-horizon mean field games. ESAIM: COCV., 25, no. 44, 1-33, 2019. Preprint / arXiv A. Cecchin and M. Fischer. Probabilistic approach to finite state mean field games. Appl. Math. Optim., 81, 253-300, 2020; published online, 2018. Preprint / arXiv L. Andreis, P. Dai Pra, and M. Fischer. McKean-Vlasov limit for interacting systems with simultaneous jumps. Stoch. Anal. Appl., 36(6), 960-995, 2018. Preprint / arXiv L. Campi and M. Fischer. N-player games and mean field games with absorption. Ann. Appl. Probab., 28(4), 2188-2242, 2018. Preprint / arXiv / paper M. Fischer. On the connection between symmetric N-player games and mean field games. Ann. Appl. Probab., 27(2), 757-810, 2017. Preprint / arXiv / paper M. Fischer and G. Livieri. Continuous time mean-variance portfolio optimization through the mean field approach. ESAIM: Probab. Stat., 20, 30-44, 2016. Preprint A. Budhiraja, P. Dupuis, M. Fischer, and K. Ramanan. Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Electron. J. Probab., 20, no. 81, 1-30, 2015. arXiv A. Budhiraja, P. Dupuis, M. Fischer, and K. Ramanan. Limits of relative entropies associated with weakly interacting particle systems. Electron. J. Probab., 20, no. 80, 1-22, 2015. arXiv A. Chiarini and M. Fischer. On large deviations for small noise Itô processes. Adv. Appl. Probab., 46(4), 1126-1147, 2014. Preprint / arXiv C. Borile, P. Dai Pra, M. Fischer, M. Formentin, and A. Maritan. Time to absorption for a heterogeneous neutral competition model. J. Stat. Phys., 156(1), 119-130, 2014. Preprint / arXiv M. Fischer. On the form of the large deviation rate function for the empirical measures of weakly interacting systems. Bernoulli, 20(4), 1765-1801, 2014. Preprint / arXiv P. Dai Pra, M. Fischer, and D. Regoli. A Curie-Weiss model with dissipation. J. Stat. Phys., 152(1), 37-53, 2013. Preprint / arXiv A. Budhiraja, P. Dupuis, and M. Fischer. Large deviation properties of weakly interacting processes via weak convergence methods. Ann. Probab., 40(1), 74-102, 2012. Preprint / arXiv M. Fischer. An iterative procedure for constructing subsolutions of discrete-time optimal control problems. SIAM J. Control Optim., 49(6), 2608-2626, 2011. Preprint M. Fischer and G. Nappo. On the moments of the modulus of continuity of Itô processes. Stoch. Anal. Appl., 28(1), 103-122, 2010. Preprint M. Fischer and G. Nappo. Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay. Appl. Math. Optim., 57(2), 177-206, 2008. Preprint M. Fischer and M. Reiß. Discretisation of stochastic control problems for continuous time dynamics with delay. J. Comput. Appl. Math. 205(2), Special Issue on Evolutionary Problems, 969-981, 2007. Preprint / arXiv M. Fischer and P. Imkeller. Noise induced resonance in bistable systems caused by delay feedback. Stoch. Anal. Appl. 24(1), 135-194, 2006. Preprint M. Fischer and P. Imkeller. A two-state model for noise induced resonance in bistable systems with delay. Stoch. Dyn. 5(2), Special Issue on Stochastic Dynamics with Delay and Memory, 247-270, 2005. Preprint M. Fischer. Ein Zweifelsfall: zweifeln im Deutschen. Linguistische Berichte 202, 127-169, 2005. Preprint
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Discretisation of continuous-time stochastic optimal control problems with delay. PhD thesis, Institute for Applied Mathematics, University of Heidelberg, 2007. A Robbins-Monro type learning algorithm for an entropy maximizing version of stochastic Optimality Theory. Magister thesis (revised version), Department of German Language and Linguistics, Humboldt University, Berlin, 2005. A two-state model for noise induced resonance in bistable systems with delay. Diploma thesis (revised version), Department of Mathematics, Humboldt University, Berlin, 2004.
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