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Differential learning methods for solving fully nonlinear PDEs
Presenter
- Huyen Pham
March 29, 2022
IMSI
Analysis and implementation of policy gradient methods for continuous-time stochastic control
Presenter
- Christoph Reisinger
March 29, 2022
IMSI
Policy Evaluation, Policy Gradient, and Actor-Critic Learning in Continuous Time and Space
Presenter
- Xunyu Zhou
March 29, 2022
IMSI
Controlled measure-valued martingales: a viscosity solution approach
Presenter
- Sigrid Källblad
March 28, 2022
IMSI
Exploratory Control with Tsallis Entropy for Latent Factor Models
Presenter
- Sebastian Jaimungal
March 28, 2022
IMSI
Some new results on non-Markovian quadratic systems of BSDE.
Presenter
- Gordan Zitkovic
March 28, 2022
IMSI
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
Presenter
- Xin Guo
March 28, 2022
IMSI
Dominic Berry - Optimal scaling quantum linear systems solver via discrete adiabatic theorem
Presenter
- Dominic Berry
January 25, 2022
IPAM
Control and optimal stopping mean-field games: a linear programming approach
Presenter
- Roxana Dumitrescu
November 18, 2021
IMSI