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A duality method for mean-field limits with singular interactions
Presenter
- Pierre-Emmanuel Jabin
May 10, 2024
ICERM
Non-Asymptotic Perspectives on Mean Field Approximations and Stochastic Control
Presenter
- Daniel Lacker
March 8, 2024
IMSI
Markov decision processes and mean-field games with costly and delayed information
Presenter
- Christoph Reisinger
February 8, 2024
IMSI
Robin Kothari - Mean estimation when you have the source code; or, quantum Monte Carlo methods
Presenter
- Robin Kothari
October 2, 2023
IPAM
Singular and smoothed models for systemic risk with endogenous contagion
Presenter
- Christoph Reisinger
June 27, 2023
IMSI
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
Presenter
- Jean-Pierre Fouque
May 26, 2022
IMSI