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

MFGs in Random Environment & non-LQ Explicit Solutions

Ronnie Sircar
November 18, 2021

Control and optimal stopping mean-field games: a linear programming approach

Roxana Dumitrescu
November 18, 2021