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A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems
Presenter
- Sammy Wu Fung
May 5, 2020
SLMath
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
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Presenter
- Bernt Oksendal
June 12, 2018
IMA
Numerical methods for non-linear Fokker-Planck equations and applications to Mean Field Games
Presenter
- Elisabetta Carlini
May 8, 2020
IPAM
Large population games in the weak formulation and their mean field game limits
Presenter
- Ludovic Tangpi
December 6, 2021
IMSI
Portfolio Liquidation with Self-Exciting Order Flow - From Single Player Models to Mean-Field Games
Presenter
- Ulrich Horst
December 6, 2021
IMSI