Videos

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Robin Kothari - Mean estimation when you have the source code; or, quantum Monte Carlo methods Thumbnail

Robin Kothari - Mean estimation when you have the source code; or, quantum Monte Carlo methods

Presenter
  • Robin Kothari
October 2, 2023
IPAM
Singular and smoothed models for systemic risk with endogenous contagion Thumbnail

Singular and smoothed models for systemic risk with endogenous contagion

Presenter
  • Christoph Reisinger
June 27, 2023
IMSI
On monotonicity conditions for Mean Field Games Thumbnail

On monotonicity conditions for Mean Field Games

Presenter
  • Alpár Mászáros
February 23, 2023
IMSI
Risk-Sensitive Mean Field Games with a Major Agent Thumbnail

Risk-Sensitive Mean Field Games with a Major Agent

Presenter
  • Dena Firoozi
February 20, 2023
IMSI
Algorithmic Thresholds for Mean-Field Spin Glasses Thumbnail

Algorithmic Thresholds for Mean-Field Spin Glasses

Presenter
  • Mark Sellke
September 23, 2022
IAS
Reinforcement Learning Algorithm for Mixed Mean Field Control Games Thumbnail

Reinforcement Learning Algorithm for Mixed Mean Field Control Games

Presenter
  • Jean-Pierre Fouque
May 26, 2022
IMSI
Assessing Transfer Learning Thumbnail

Assessing Transfer Learning

Presenter
  • Haoyang Cao
May 26, 2022
IMSI
An Overview of Learning Mean Field Games Thumbnail

An Overview of Learning Mean Field Games

Presenter
  • Mathieu Lauriere
May 26, 2022
IMSI
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning Thumbnail

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning

Presenter
  • Rene Carmona
May 26, 2022
IMSI
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem Thumbnail

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem

Presenter
  • Christa Cuchiero
May 25, 2022
IMSI
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning Thumbnail

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning

Presenter
  • Lukas Szpruch
May 25, 2022
IMSI
An Optimization Framework for Solving Mean-Field Games Thumbnail

An Optimization Framework for Solving Mean-Field Games

Presenter
  • Anran Hu
May 25, 2022
IMSI