Videos

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Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning Thumbnail

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning

Presenter
  • Rene Carmona
May 26, 2022
IMSI
Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games Thumbnail

Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games

Presenter
  • Rene Carmona
August 28, 2017
IPAM

Synchronization of the circadian rhythm: a MFG model for jet lag

Presenter
  • Rene Carmona
June 22, 2017
ICERM
Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • René Carmona
April 17, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 3) Thumbnail

High Frequency Markets and Optimal Execution (Part 3)

Presenter
  • René Carmona
March 12, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 2) Thumbnail

High Frequency Markets and Optimal Execution (Part 2)

Presenter
  • René Carmona
March 11, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 1) Thumbnail

High Frequency Markets and Optimal Execution (Part 1)

Presenter
  • Rene Carmona
March 10, 2015
IPAM
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics Thumbnail

Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics

Presenter
  • Rene Carmona
November 12, 2012
IMA
Examples of linear-quadratic stochastic games in environmental finance Thumbnail

Examples of linear-quadratic stochastic games in environmental finance

Presenter
  • Rene Carmona
June 18, 2010
IMA
Stochastic games: Pontryagin maximum principle and the Isaacs conditions Thumbnail

Stochastic games: Pontryagin maximum principle and the Isaacs conditions

Presenter
  • Rene Carmona
June 17, 2010
IMA
Game theory, Nash equilibrium, and electricity prices with strategic market players Thumbnail

Game theory, Nash equilibrium, and electricity prices with strategic market players

Presenter
  • Rene Carmona
June 16, 2010
IMA
Singular BSDEs appearing in cap-and-trade models Thumbnail

Singular BSDEs appearing in cap-and-trade models

Presenter
  • Rene Carmona
June 15, 2010
IMA