Some stories about Brownian interacting systems with absorption

Wenpin Tang
May 24, 2022

Policy gradients algorithms for mean-field control in continuous time

Huyên Pham
May 23, 2022

Optimal Stopping via Randomized Neural Networks

Josef Teichmann
May 23, 2022

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Mathieu Rosenbaum
May 23, 2022

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Rama Cont
May 23, 2022

Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms

Ruimeng Hu
May 23, 2022

Policy Gradient is Essentially Policy Evaluation

Xunyu Zhou
May 23, 2022

From stochastic control to continuous-time reinforcement learning

Yufei Zhang
May 23, 2022

Sampling with kernelized Wasserstein gradient flows

Anna Korba
May 20, 2022