Computational Methods in High-Dimensional Stochastic Optimal Control

Mete Soner
December 13, 2021

Non Coercive Deterministic Mean Field Games

Paola Mannucci
December 13, 2021

Contract theory with a mean-field of agents: application to electricity demand response

Emma Hubert
December 9, 2021

Countercyclical Unemployment Benefits: General Equilibrium Analysis of Transition Dynamics

Erhan Bayraktar
December 9, 2021

A propagation of chaos result for a class of  mean-field reflected BSDEs with jumps

Roxana Dumitrescu
December 9, 2021

Consistency of MLE for partially observed diffusions: application to market microstructure modeling

Sergey Nadtochiy
December 9, 2021

Stochastic Dynamic Graphon Games The Linear-Quadratic Case

Alexander Aurell
December 8, 2021

Optimal Execution with Stochastic Delay

Alvaro Cartea
December 8, 2021

Principal agent mean field games in Renewable Energy Certificate (REC) markets

Arvind Shrivats
December 8, 2021