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Master Equation for Cournot Mean Field Games of Controls with Absorption
Presenter
- Jameson Graber
November 18, 2021
IMSI
Scalable Deep Reinforcement Learning Algorithms for Mean Field Games
Presenter
- Sarah Perrin
May 25, 2022
IMSI
On machine learning methods for mean field master equations
Presenter
- Mathieu Laurière
December 14, 2021
IMSI
Mean field games with absorption and common noise with a model of bank run
Presenter
- Luciano Campi
December 7, 2021
IMSI
Kinetic Theory: Novel Statistical, Stochastic and Analytical Methods: Forward and inverse problems of a semilinear transport equation
Presenter
- Kui Ren
October 20, 2025
SLMath
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Presenter
- Bernt Oksendal
June 12, 2018
IMA
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
Presenter
- Rene Carmona
May 26, 2022
IMSI
Transport equations and connections with mean field games
Presenter
- Benjamin Seeger
February 20, 2023
IMSI
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Presenter
- Huyen Pham
June 13, 2018
IMA
Kinetic Theory: Novel Statistical, Stochastic and Analytical Methods: Quantum Stochastic Gradient Descent in its continuous-time limit based on the Wigner formulation of Open Quantum Systems
Presenter
- Jose Morales Escalante
October 24, 2025
SLMath
Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise
Presenter
- Nizar Touzi
March 7, 2024
IMSI