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Portfolio Liquidation with Self-Exciting Order Flow - From Single Player Models to Mean-Field Games
Presenter
- Ulrich Horst
December 6, 2021
IMSI
Large population games in the weak formulation and their mean field game limits
Presenter
- Ludovic Tangpi
December 6, 2021
IMSI
Stability of entropic optimal transport and convergence of Sinkhorn’s algorithm
Presenter
- Marcel Nutz
December 6, 2021
IMSI
Stochastic optimal control, free boundaries, and neural networks
Presenter
- Max Reppen
December 6, 2021
IMSI
Interbank Lending with Benchmark Rates: A Singular Control Game
Presenter
- Xin Guo
December 6, 2021
IMSI
Controlling Propagation of epidemics via mean-field control
Presenter
- Wuchen Li
November 19, 2021
IMSI
Epidemic control: individual and governmental perspective
Presenter
- Emma Hubert
November 19, 2021
IMSI
