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On machine learning methods for mean field master equations
Presenter
- Mathieu Laurière
December 14, 2021
IMSI
MFG Systems with Interactions though the Law of Controls: Existence, Uniqueness and Numerical Simulations
Presenter
- Ziad Kobeissi
December 14, 2021
IMSI
On some optimization problems involving matrices of large sizes
Presenter
- Wilfrid Gangbo
December 14, 2021
IMSI
Mean field games with common noise and degenerate idiosyncratic noise
Presenter
- Ben Seeger
December 14, 2021
IMSI
Traveling waves and balanced growth in mean field game models of knowledge diffusion
Presenter
- Alessio Porretta
December 13, 2021
IMSI
Computational Methods in High-Dimensional Stochastic Optimal Control
Presenter
- Mete Soner
December 13, 2021
IMSI
A case study on stochastic games on large graphs in mean field and sparse regimes
Presenter
- Agathe Soret
December 13, 2021
IMSI
MFG with jumps but smoothly evolving densities
Presenter
- Filippo Santambrogio
December 13, 2021
IMSI
Weak solutions to the master equation of a potential mean field game
Presenter
- Alekos Cecchin
December 13, 2021
IMSI
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