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Propagation of chaos for maxima of particle systems with mean-field drift interaction
Presenter
- Martin Larsson
May 24, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time
Presenter
- Huyên Pham
May 23, 2022
IMSI
DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK
Presenter
- Camilo Garcia Trillos
May 24, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
Presenter
- Mathieu Rosenbaum
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning?
Presenter
- Olivier Gueant
May 24, 2022
IMSI
From stochastic control to continuous-time reinforcement learning
Presenter
- Yufei Zhang
May 23, 2022
IMSI
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning
Presenter
- Lukas Szpruch
May 25, 2022
IMSI
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
Presenter
- Christa Cuchiero
May 25, 2022
IMSI