Videos

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Deep Learning for Principal-Agent Mean Field Games Thumbnail

Deep Learning for Principal-Agent Mean Field Games

Presenter
  • Sebastian Jaimungal
May 24, 2022
IMSI
Agency problem with mean field agents Thumbnail

Agency problem with mean field agents

Presenter
  • Thibaut Mastrolia
May 24, 2022
IMSI
Propagation of chaos for maxima of particle systems with mean-field drift interaction Thumbnail

Propagation of chaos for maxima of particle systems with mean-field drift interaction

Presenter
  • Martin Larsson
May 24, 2022
IMSI
Minimum curvature flow and martingale exit times Thumbnail

Minimum curvature flow and martingale exit times

Presenter
  • Johannes Ruf
May 24, 2022
IMSI
System Noise and Individual Exploration in Learning Large Population Games Thumbnail

System Noise and Individual Exploration in Learning Large Population Games

Presenter
  • Renyuan Xu
May 24, 2022
IMSI
DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK Thumbnail

DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK

Presenter
  • Camilo Garcia Trillos
May 24, 2022
IMSI
Some stories about Brownian interacting systems with absorption Thumbnail

Some stories about Brownian interacting systems with absorption

Presenter
  • Wenpin Tang
May 24, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning? Thumbnail

Market making algorithms: the next success of Reinforcement Learning?

Presenter
  • Olivier Gueant
May 24, 2022
IMSI
Policy Gradient is Essentially Policy Evaluation Thumbnail

Policy Gradient is Essentially Policy Evaluation

Presenter
  • Xunyu Zhou
May 23, 2022
IMSI
Optimal Stopping via Randomized Neural Networks Thumbnail

Optimal Stopping via Randomized Neural Networks

Presenter
  • Josef Teichmann
May 23, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Presenter
  • Mathieu Rosenbaum
May 23, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time Thumbnail

Policy gradients algorithms for mean-field control in continuous time

Presenter
  • Huyên Pham
May 23, 2022
IMSI