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Mean Field Game Theory for Systems with Partial Observations and its Applications to Execution Problems in Finance
Presenter
- Peter Caines
August 30, 2017
IPAM
Mean Field Game Methods for Deferrable Residential Load Dispatch
Presenter
- Roland Malhamé
May 10, 2016
IMA
Mean Field Models of Dynamic Markets: Examples and Applications
Presenter
- Ramesh Johari
July 9, 2015
IPAM
Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Presenter
- Sebastian Jaimungal
April 15, 2015
IPAM
Existence and uniqueness results for the MFG system
Presenter
- Pierre Cardaliaguet
November 13, 2012
IMA