The Growth-Optimal Portfolio in Fund Models

Johannes Ruf
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Mean Field Game and Mean Field Control Q-Learning

Jean-Pierre Fouque
March 30, 2022

“Optimization” for Natural Catastrophe (Re)insurance Underwriting – Practice and Theory

Morton Lane
March 30, 2022

Risk optimization under What-If constraints

Paul Embrechts
March 30, 2022

Bitcoin Mining and Electricity Consumption

Steven Kou
March 30, 2022

Analysis and implementation of policy gradient methods for continuous-time stochastic control

Christoph Reisinger
March 29, 2022

Differential learning methods for solving fully nonlinear PDEs

Huyen Pham
March 29, 2022

Optimal investment in a large population of competitive and heterogeneous agents

Ludovic Tangpi
March 29, 2022

Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach

Xin Guo
March 29, 2022