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Consistency of MLE for partially observed diffusions: application to market microstructure modeling
Presenter
- Sergey Nadtochiy
December 9, 2021
IMSI
Contract theory with a mean-field of agents: application to electricity demand response
Presenter
- Emma Hubert
December 9, 2021
IMSI
A propagation of chaos result for a class of mean-field reflected BSDEs with jumps
Presenter
- Roxana Dumitrescu
December 9, 2021
IMSI
Countercyclical Unemployment Benefits: General Equilibrium Analysis of Transition Dynamics
Presenter
- Erhan Bayraktar
December 9, 2021
IMSI
Deep Learning for Principal-Agent Mean Field Games
Presenter
- Sebastian Jaimungal
December 8, 2021
IMSI
Mean-field games in Ito-diffusion markets with common noise under forward performance criteria
Presenter
- Thaleia Zariphopoulou
December 8, 2021
IMSI
Stochastic Dynamic Graphon Games The Linear-Quadratic Case
Presenter
- Alexander Aurell
December 8, 2021
IMSI
Principal agent mean field games in Renewable Energy Certificate (REC) markets
Presenter
- Arvind Shrivats
December 8, 2021
IMSI
Mean Field Game and Mean Field Control Q-Learning
Presenter
- Jean-Pierre Fouque
December 8, 2021
IMSI
