National Science Foundation Postdoctoral Fellow, Brown University, 2015-2017
Society for Industrial and Applied Mathematics, Activity Group on Financial Mathematics and Engineering (SIAG/FME)
Winner of the SIAG/FME Conference Paper Prize, 2014
- D. Lacker and K. Ramanan, “Rare Nash equilibria and the price of anarchy in large static games,” to appear in Mathematics of Operations Research (2018).
- D. Lacker, “Limit theory for controlled McKean-Vlasov dynamics,” SIAM Journal on Control and Optimization 55 (3), 1641-1672 (2017).
- D. Lacker, “A general characterization of the mean field limit for stochastic differential games,” Probability Theory and Related Fields 165 (3), 581-648 (2016). Winner of the SIAG/FME Conference Paper Prize, 2014.
- R. Carmona, F. Delarue, and D. Lacker, “Mean field games with common noise,” The Annals of Probability 44 (6), 3740-3803 (2016).
- D. Lacker, “Mean field games via controlled martingale problems: Existence of Markovian equilibria,” Stochastic Processes and their Applications 125 (7), 2856-2894 (2015).
- R. Carmona and D. Lacker, “A probabilistic weak formulation of mean field games and applications,” The Annals of Applied Probability 25 (3), 1189-1231 (2015).
- D. Lacker, “Liquidity, risk measures, and concentration of measure,” to appear in Mathematics of Operations Research (2018).