Event Types
Location
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
Bixing Qiao, UM
In this talk, we consider a continuous-time Kyle-Back model which is a game between an insider and a market maker. The existing literature...
Inverse problems over probability measure space
Qin Li, University of Wisconsin-Madison
Inverse problems are ubiquitous. Traditionally, the goal is to infer an unknown vector or function. But what if the unknown is a probability...
THE HEREDITARY LAWS OF LARGE NUMBERS
Ioannis Karatzas, Columbia University
The celebrated theorem of Komlos (1967) establishes L^1-boundedness as a sufficient condition for a sequence of measurable functions on a...
Regularization by Common Noise for Mean Field Games and Mean Field Control
Lukas Wessels, Université Côte d’Azur
A fundamental challenge in the theory of mean field games (MFGs) is that equilibria are generally non-unique in the absence of monotonicity...
The optimal rate of convergence in mean field control
Sebatian Munoz, UCLA
I will discuss the sharp rate of convergence of the value functions of N-particle stochastic control problems to their mean field limit, for...
