Deep Learning for Principal-Agent Mean Field Games

Sebastian Jaimungal
December 8, 2021

Inverting the Markovian projection, and local stochastic volatility models

Daniel Lacker
December 7, 2021

Mean-field games and contract theory

Dylan Possamai
December 7, 2021

Optimal bidding strategies for digital advertising

Huyên Pham
December 7, 2021

A mean-field game of energy transition

Peter Tankov
December 7, 2021

Mean field games with absorption and common noise with a model of bank run

Luciano Campi
December 7, 2021

Mean field MDP and mean field RL

Mathieu Laurière
December 7, 2021

Large population games in the weak formulation and their mean field game limits

Ludovic Tangpi
December 6, 2021

Stability of entropic optimal transport and convergence of Sinkhorn’s algorithm

Marcel Nutz
December 6, 2021