Publications

Preprints

  • An Irreversible Investment Problem with Incomplete Information about Profitability (with Fabian Gierens), 2025 (preprint)

  • The Impact of Bequest Taxation on Wealth Inequality - Theory and Evidence (with Niklas Scheuer), 2024 (preprint)

  • Finite State Mean Field Games with Common Shocks (with Frank T. Seifried), 2024 (preprint)

  • Markovian randomized equilibria for general Markovian Dynkin games in discrete time (with Sören Christensen and Kristoffer Lindensjö), 2023 (preprint)

Publications in Peer-Reviewed Journals

  • Long-Run Behavior and Convergence of Dynamic Mean Field Equilibria (with Christoph Knochenhauer), Dynamic Games and Applications, 2024 (preprint, journal)
  • Characterization of transport optimizers via graphs and applications to Stackelberg-Cournot-Nash equilibria (with Beatrice Acciaio), Mathematics and Financial Economics, 2024 (preprint, journal)
  • A Myopic Adjustment Process for Mean Field Games with Finite State and Action Space, International Journal of Game Theory, Volume 53, 159-195, 2024 (preprint, journal)
  • A new axiomatization of discounted expected utility (with Marc Oliver Rieger), Theory and Decision, Volume 95, 515-537, 2023 (journal)
  • Nonlinear Markov Chains with Finite State Space: Invariant Distributions and Long-Term Behaviour, Journal of Applied Probability, Volume 60, Issue 1, 30-44, 2023 (preprint, journal)
  • Essential Stationary Equilibria of Mean Field Games with Finite State and Action Space, Mathematical Social Sciences, Volume 120, 85-91, 2022 (preprint, journal)
  • Competition versus Cooperation: A class of solvable mean field impulse control problems (with Sören Christensen and Tobias Sohr), SIAM Journal on Control and Optimization, Volume 59, Issue 5, 3946-3972, 2021 (preprint, journal)
  • Stationary Equilibria of Mean Field Games with Finite State and Action Space, Dynamic Games and Applications, Volume 10, 845-871, 2020, (preprint, journal)
  • The number of overtakes in an M/M/2 queue (with Hendrik Baumann), Operations Research Perspectives, Volume 5, 280-287, 2018 (journal)
  • The expected discrimination frequency for two-server queues (with Hendrik Baumann), Operations Research Perspectives, Volume 5, 145-149, 2018 (journal)

Dissertation

  • Stationary Equilibria of Mean Field Games with Finite State and Action Space: Existence, Computation, Stability, and a Myopic Adjustment Process, 2019 (pdf)