Videos

Start date cannot be after end date.
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
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
Sensitivity and Robustness of Stackelberg Mean-Field Games through an Optimization Lense Thumbnail

Sensitivity and Robustness of Stackelberg Mean-Field Games through an Optimization Lense

Presenter
  • Jiacheng Zhang
May 25, 2022
IMSI
Agency problem with mean field agents Thumbnail

Agency problem with mean field agents

Presenter
  • Thibaut Mastrolia
May 24, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Presenter
  • Mathieu Rosenbaum
May 23, 2022
IMSI
Markov decision processes with Kusuoka-type conditional risk mappings Thumbnail

Markov decision processes with Kusuoka-type conditional risk mappings

Presenter
  • Ziteng Cheng
May 13, 2022
IMSI
Risk averse and distributionally robust modeling of multistage stochastic programs Thumbnail

Risk averse and distributionally robust modeling of multistage stochastic programs

Presenter
  • Alexander Shapiro
May 12, 2022
IMSI
Epic Math Battles: Nash vs. Pareto Thumbnail

Epic Math Battles: Nash vs. Pareto

Presenter
  • Birgit Rudloff
May 11, 2022
IMSI
Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization Thumbnail

Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization

Presenter
  • Gabriela Kovacova
May 11, 2022
IMSI
Identifiability in inverse reinforcement learning Thumbnail

Identifiability in inverse reinforcement learning

Presenter
  • Sam Cohen
May 9, 2022
IMSI
Efficient Allocations under Ambiguous Model Uncertainty Thumbnail

Efficient Allocations under Ambiguous Model Uncertainty

Presenter
  • Jean-Marc Tallon
May 3, 2022
IMSI
Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II Thumbnail

Positive Lyapunov exponents and mixing in stochastic fluid flow. Part II

Presenter
  • Elia Bruè
April 28, 2022
IAS