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

Marcel Nutz
December 6, 2021

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