Event Types
Location
Long-time behaviors of stochastic linear-quadratic optimal control problems.
Jian Jiamin
This paper investigates the asymptotic behavior of the linear-quadratic stochastic optimal control problems. By establishing a connection...
Existence of Optimal Stationary Singular Controls and MFG Equilibria
Chuhao Sun, UM
We examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its Mean...
Sequential optimal contracting in continuous time
Guillermo Alvarez, UM
In this talk I will present a principal-agent problem in continuous time with multiple lump-sum payments (contracts) paid at different...
Entropy solutions and selection for certain classes of mean field games
Jameson Graber, Baylor University
Mean field games model the strategic interaction among a large number of players by reducing the problem to two entities: the statistical...
Stability of backward propagation of chaos
Alexandros Saplaouras, National University of Athens
It will initially be considered the asymptotic behavior of the solution of a mean-field system of Backward Stochastic Differential Equations...
