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Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs
Presenter
- Jiequn Han
May 9, 2018
IMA
Numerical Approximations for Minimax Markov Control Problems
Presenter
- Tomás Prieto Rumeau
May 9, 2018
IMA
Average cost per unit time control problem of Markov processes with degenerate observation
Presenter
- Lukasz Stettner
May 9, 2018
IMA
Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods
Presenter
- Paul Dupuis
May 8, 2018
IMA
Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems
Presenter
- Hongwei Mei
May 8, 2018
IMA
Numerical approximation of average Markov decision processes in continuous-time
Presenter
- Francois Dufour
May 8, 2018
IMA
Control of discrete-time Markov jump linear systems with partial information
Presenter
- Oswaldo Costa
May 8, 2018
IMA