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Interbank Lending with Benchmark Rates: A Singular Control Game
Presenter
- Xin Guo
December 6, 2021
IMSI
Mean-field games in Ito-diffusion markets with common noise under forward performance criteria
Presenter
- Thaleia Zariphopoulou
December 8, 2021
IMSI
Deep Learning for Principal-Agent Mean Field Games
Presenter
- Sebastian Jaimungal
December 8, 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
New efficient spectral methods for high-dimensional PDEs and for Fokker-Planck equation of FENE dumbbell model
Presenter
- Jie Shen
November 3, 2010
IMA