Recent Videos

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

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

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

Marcel Nutz
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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

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December 6, 2021