Start date cannot be after end date.
Mean field games with absorption and common noise with a model of bank run
Presenter
- Luciano Campi
December 7, 2021
IMSI
Deep Learning for Principal-Agent Mean Field Games
Presenter
- Sebastian Jaimungal
December 8, 2021
IMSI
Mean-field games in Ito-diffusion markets with common noise under forward performance criteria
Presenter
- Thaleia Zariphopoulou
December 8, 2021
IMSI
Stochastic Dynamic Graphon Games The Linear-Quadratic Case
Presenter
- Alexander Aurell
December 8, 2021
IMSI
Portfolio Liquidation with Self-Exciting Order Flow - From Single Player Models to Mean-Field Games
Presenter
- Ulrich Horst
December 6, 2021
IMSI
Numerical methods for non-linear Fokker-Planck equations and applications to Mean Field Games
Presenter
- Elisabetta Carlini
May 8, 2020
IPAM