| Date | Title | Speaker | |
|---|---|---|---|
| 23 Feb 2022 | Diffusion control games | Professor Stefan Ankirchner University of Jena, Germany |
Online via ZOOM |
| 11 Feb 2022 | Linear quadratic mean field games and their asymptotic solvability | Professor Minyi Huang Carleton University, Canada |
Online via ZOOM |
| 19 Jan 2022 | Non-asymptotic convergence rates for mean-field games:weak formulation and McKean-Vlasov BSDEs | Professor Dylan Possamai ETH, Zurich, Switzerland |
Online via ZOOM |
| 16 Dec 2021 | Stability of Entropic Optimal Transport and Convergence of Sinkhorn's Algorithm | Professor Marcel Nutz Columbia University, USA |
Online via ZOOM |
| 4 Nov 2021 | Some recent well-posedness results on Backward Stochastic Differenctial Equations | Professor Ying Hu University of Rennes 1, France |
Online via ZOOM |
| 22 Sep 2021 | Mean-field games of singular control with finite fuel | Professor Luciano Campi University of Milan, Italy |
Online via ZOOM |
| 23 June 2021 | The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics | Professor Ulrich Horst Humboldt University Berlin, Germany |
Online via ZOOM |
| 16 June 2021 | Optimal Execution Problems in Single and Networked Markets: a Mean Field Game Formulation | Professor Peter E. Caines McGill University, Canada |
Online via ZOOM |
| 9 June 2021 | Optimal Mutual Holding and Systemic Risk | Professor Nizar Touzi Ecole Polytechnique, France |
Online via ZOOM |
| 26 May 2021 | Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability | Professor Bruno BOUCHARD Université Paris-Dauphine, PSL, France |
Online via ZOOM |
| 12 May 2021 | DeepSet and their derivative networks for solving symmetric problems | Professor Huyên PHAM Université de Paris, France |
Online via ZOOM |
| 28 April 2021 | A case study on stochastic games on large graphs in mean field and sparse regimes | Dr. Daniel H. Lacker Columbia University, United States |
Online via ZOOM |
| 14 April 2021 | Mean Field Game Master Equations with Non-separable Hamiltonians and Displacement Monotonicity | Professor Jianfeng ZHANG University of Southern California, United States |
Online via ZOOM |
Last update: 17 January 2022
