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Policy gradients algorithms for mean-field control in continuous time
Presenter
- Huyên Pham
May 23, 2022
IMSI
From stochastic control to continuous-time reinforcement learning
Presenter
- Yufei Zhang
May 23, 2022
IMSI
Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms
Presenter
- Ruimeng Hu
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Trajectory Inference via Mean-Field Langevin in Path Space
Presenter
- Lenaic Chizat
May 19, 2022
IMSI
Classical solutions of Mean Field Games systems via maximal regularity for viscous Hamilton-Jacobi equations
Presenter
- Alessandro Goffi
December 16, 2021
IMSI
Control on Hilbert Spaces and Application to Mean Field Control
Presenter
- Alain Bensoussan
December 16, 2021
IMSI
MFG with aggregation: existence and nonexistence of equilibria
Presenter
- Marco Cirant
December 15, 2021
IMSI
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
Presenter
- Daniel Lacker
December 14, 2021
IMSI
MFG Systems with Interactions though the Law of Controls: Existence, Uniqueness and Numerical Simulations
Presenter
- Ziad Kobeissi
December 14, 2021
IMSI