Videos

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Mean Field Optimization regularized by Fisher Information Thumbnail

Mean Field Optimization regularized by Fisher Information

Presenter
  • Zhenjie Ren
May 25, 2022
IMSI
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning Thumbnail

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning

Presenter
  • Lukas Szpruch
May 25, 2022
IMSI
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem Thumbnail

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem

Presenter
  • Christa Cuchiero
May 25, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning? Thumbnail

Market making algorithms: the next success of Reinforcement Learning?

Presenter
  • Olivier Gueant
May 24, 2022
IMSI
Some stories about Brownian interacting systems with absorption Thumbnail

Some stories about Brownian interacting systems with absorption

Presenter
  • Wenpin Tang
May 24, 2022
IMSI
DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK Thumbnail

DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK

Presenter
  • Camilo Garcia Trillos
May 24, 2022
IMSI
System Noise and Individual Exploration in Learning Large Population Games Thumbnail

System Noise and Individual Exploration in Learning Large Population Games

Presenter
  • Renyuan Xu
May 24, 2022
IMSI
Minimum curvature flow and martingale exit times Thumbnail

Minimum curvature flow and martingale exit times

Presenter
  • Johannes Ruf
May 24, 2022
IMSI
Propagation of chaos for maxima of particle systems with mean-field drift interaction Thumbnail

Propagation of chaos for maxima of particle systems with mean-field drift interaction

Presenter
  • Martin Larsson
May 24, 2022
IMSI
Agency problem with mean field agents Thumbnail

Agency problem with mean field agents

Presenter
  • Thibaut Mastrolia
May 24, 2022
IMSI
Deep Learning for Principal-Agent Mean Field Games Thumbnail

Deep Learning for Principal-Agent Mean Field Games

Presenter
  • Sebastian Jaimungal
May 24, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion Thumbnail

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Presenter
  • Rama Cont
May 23, 2022
IMSI