Stochastic optimal control, free boundaries, and neural networks

Max Reppen
December 6, 2021

Mean field game of mutual holding

Nizar Touzi
December 6, 2021

Portfolio liquidation under endogenous order flow – from single player models to mean-field games

Ulrich Horst
December 6, 2021

Interbank lending with benchmark rates: pareto optima for a class of singular control games

Xin Guo
December 6, 2021

Epidemic control: individual and governmental perspective

Emma Hubert
November 19, 2021

Optimal Incentives to Mitigate Epidemics

Gökçe Dayanikli
November 19, 2021

Controlling Propagation of epidemics via mean-field control

Wuchen Li
November 19, 2021

Game-theoretic approaches to price formation

David Evangelista
November 18, 2021

Master Equation for Cournot Mean Field Games of Controls with Absorption

Jameson Graber
November 18, 2021