Videos

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Optimal Execution with Stochastic Delay Thumbnail

Optimal Execution with Stochastic Delay

Presenter
  • Alvaro Cartea
December 8, 2021
IMSI
Optimal Execution with Quadratic Variation Inventories Thumbnail

Optimal Execution with Quadratic Variation Inventories

Presenter
  • Laura Leal
December 8, 2021
IMSI
Stochastic Dynamic Graphon Games The Linear-Quadratic Case Thumbnail

Stochastic Dynamic Graphon Games The Linear-Quadratic Case

Presenter
  • Alexander Aurell
December 8, 2021
IMSI
Principal agent mean field games in Renewable Energy Certificate (REC) markets Thumbnail

Principal agent mean field games in Renewable Energy Certificate (REC) markets

Presenter
  • Arvind Shrivats
December 8, 2021
IMSI
Mean Field Game and Mean Field Control Q-Learning Thumbnail

Mean Field Game and Mean Field Control Q-Learning

Presenter
  • Jean-Pierre Fouque
December 8, 2021
IMSI
Mean field games with absorption and common noise with a model of bank run Thumbnail

Mean field games with absorption and common noise with a model of bank run

Presenter
  • Luciano Campi
December 7, 2021
IMSI
Mean field MDP and mean field RL Thumbnail

Mean field MDP and mean field RL

Presenter
  • Mathieu Laurière
December 7, 2021
IMSI
Inverting the Markovian projection, and local stochastic volatility models Thumbnail

Inverting the Markovian projection, and local stochastic volatility models

Presenter
  • Daniel Lacker
December 7, 2021
IMSI
Moral hazard for time-inconsistent agents Thumbnail

Moral hazard for time-inconsistent agents

Presenter
  • Dylan Possamai
December 7, 2021
IMSI
Optimal bidding strategies for digital advertising Thumbnail

Optimal bidding strategies for digital advertising

Presenter
  • Huyên Pham
December 7, 2021
IMSI
A mean-field game of energy transition Thumbnail

A mean-field game of energy transition

Presenter
  • Peter Tankov
December 7, 2021
IMSI
Mean field game of mutual holding Thumbnail

Mean field game of mutual holding

Presenter
  • Nizar Touzi
December 6, 2021
IMSI