Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems.
ZImu Zhu of UCSB
The optimal stopping problem is one of the core problems in financial markets, with broad appli- cations such as pricing American and...
Bayesian sequential testing and estimation in discrete time
Yuqiong Wang, Uppsala University
In this talk, I will present two concrete problems related to sequentially testing and estimating an unknown parameter within the...
Mean-Field Games for Scalable Computation and Diverse Applications
Wuchen Li/ University of South Carolina
Mean field games (MFGs) study strategic decision-making in large populations where individual players interact via specific mean-field...
