Birs- 23w5011: Applications of Stochastic Control to Finance and Economics
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Title: Propagation of chaos for Schrödinger problems with interacting particles
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Title: Uniform-in-time propagation of chaos for mean-field Langevin dynamics
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Title: Viscosity solutions for the mean-field control
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Title: Contracting with a present-biased agent: Sannikov meets Laibson
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Title: Democratic policy decisions with decentralized promises contingent on vote outcome
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Title: Equilibria as solutions to Schrödinger problems
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Title: Portfolio choice under taxation and expected market time constraint
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Title: The role of correlation in diffusion control ranking games
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Title: Generative modeling for time series via Schrödinger bridge
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Title: Market equilibrium under proportional transaction costs in a stochastic factor model
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Title: Money implements optimal contract
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Title: Order routing and market quality: Who benefits from internalization?
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Title: Persistent private information revisited
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Title: Reward and monitoring in dynamic contracts
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Title: Smoothness of value functions in general control–stopping diffusion problems
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Title: A stationary mean-field equilibrium model of irreversible investment
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Title: Holding stocks, trading bonds
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Title: Asset pricing with costly short sales
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Title: Viscosity solutions for fully nonlinear path dependent HJB equations on the Wasserstein space
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Title: Mean field games of optimal stopping
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