Videos

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Deep Learning for Principal-Agent Mean Field Games Thumbnail

Deep Learning for Principal-Agent Mean Field Games

Presenter
  • Sebastian Jaimungal
December 8, 2021
IMSI
Mean-field games in Ito-diffusion markets with common noise under forward performance criteria Thumbnail

Mean-field games in Ito-diffusion markets with common noise under forward performance criteria

Presenter
  • Thaleia Zariphopoulou
December 8, 2021
IMSI
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

Mathematical Construction for Gravitational Collapse

Presenter
  • Yan Guo
December 8, 2021
ICERM
Commutators in SL_2 and Markoff Surfaces Thumbnail

Commutators in SL_2 and Markoff Surfaces

Presenter
  • Peter Sarnak
December 8, 2021
IAS
Effective mapping class group dynamics Thumbnail

Effective mapping class group dynamics

Presenter
  • Francisco Arana-Herrera
December 8, 2021
IAS
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