A. Cecchin, M. Fischer, C. Fontana, and G. Lanaro. Weak equilibria of a mean-field market model under asymmetric information. Submitted for publication, 2025. arXiv
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L. Campi, F. Cannerozzi, and M. Fischer. Coarse correlated equilibria for continuous time mean field games in open loop strategies. Electron. J. Probab., 29, no. 196, 1-56, 2024. arXiv O. Bonesini, L. Campi, and M. Fischer. Correlated equilibria for mean field games with progressive strategies. Math. Oper. Res., 50(2): 1072-1111, 2025; published online, 2024. arXiv 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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