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Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Presenter
- Huyen Pham
June 13, 2018
IMA
Linear Quadratic Mean Field Games: Asymptotic solvability and the fixed point approach
Presenter
- Minyi Huang
May 11, 2018
IMA
Mean Field Games on Infinite Networks and the Graphon-MFG Equations
Presenter
- Peter Caines
May 11, 2018
IMA
Mean field competitive binary Markov decision processes and structured solutions
Presenter
- Minyi Huang
September 1, 2017
IPAM
Mean Field Game Theory for Systems with Partial Observations and its Applications to Execution Problems in Finance
Presenter
- Peter Caines
August 30, 2017
IPAM