Videos

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Random maps: slicing, peeling, and layering (Part 1)

Presenter
  • Gregory Miermont
May 9, 2018
ICERM
On ergodic impulse control with constraint Thumbnail

On ergodic impulse control with constraint

Presenter
  • Maurice Robin
May 9, 2018
IMA
On Stopping Times and Impulse Control with Constraint Thumbnail

On Stopping Times and Impulse Control with Constraint

Presenter
  • Jose Menaldi
May 9, 2018
IMA
A variational formula for risk-sensitive control Thumbnail

A variational formula for risk-sensitive control

Presenter
  • Vivek Borkar
May 9, 2018
IMA
Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs Thumbnail

Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs

Presenter
  • Jiequn Han
May 9, 2018
IMA
Discrete-Time Hybrid Control Models Thumbnail

Discrete-Time Hybrid Control Models

Presenter
  • Hector Jasso-Fuentes
May 9, 2018
IMA
Numerical Approximations for Minimax Markov Control Problems Thumbnail

Numerical Approximations for Minimax Markov Control Problems

Presenter
  • Tomás Prieto Rumeau
May 9, 2018
IMA
Average cost per unit time control problem of Markov processes with degenerate observation Thumbnail

Average cost per unit time control problem of Markov processes with degenerate observation

Presenter
  • Lukasz Stettner
May 9, 2018
IMA
Time-Inconsistent Optimal Control Problems Thumbnail

Time-Inconsistent Optimal Control Problems

Presenter
  • Jiongmin Yong
May 8, 2018
IMA
Hedging with friction Thumbnail

Hedging with friction

Presenter
  • H. Mete Soner
May 8, 2018
IMA

Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods

Presenter
  • Paul Dupuis
May 8, 2018
IMA
Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems Thumbnail

Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems

Presenter
  • Hongwei Mei
May 8, 2018
IMA