Birs- 24w5277: New Trends and Challenges in Stochastic Differential Games
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Title: (Chair: Haoyang Cao) Linear programming approach to mean-field games: theory, numerics and applications to energy transition
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Title: (Chair: Ting Kam Leonard Wong) Prediction problems and second order parabolic equations in the Wasserstein space
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Title: (Chair: Ting Kam Leonard Wong) Sannikov’s contracting problem with many Agents
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Title: (Chair: Ting Kam Leonard Wong) Mean field regrets in discrete-time games
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Title: (Chair: Thibaut Mastrolia) Stochastic Games of Intensity Control for (Ticket) Pricing
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Title: (Chair: Thibaut Mastrolia) Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations
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Title: (Chair: Thibaut Mastrolia) Markov α-potential games
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Title: (Chair: Thibaut Mastrolia) Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
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Title: (Chair: Thibaut Mastrolia) Rate of Convergence of Policy Improvement Algorithm for Exploratory Stochastic Control Problems
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Title: (Chair: Erhan Bayraktar) Towards An Analytical Framework for Potential Games
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Title: (Chair: Erhan Bayraktar) Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
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Title: (Chair: Minyi Huang) A target approach to Stackelberg games
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Title: (Chair: Minyi Huang) Displacement monotonicity in mean field games: master equations and long time behavior
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Title: (Chair: Jianfeng Zhang) A $C^1$-It\^o's formula for flows of semimartingale distributions
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Title: (Chair: Renyuan Xu) A statistical approach for simulating the density solution of a McKean-Vlasov equation
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Title: (Chair: Renyuan Xu) Deep Backward and Galerkin Methods for Learning Finite State Master Equations
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Title: (Chair: Kelvin Shuangjian Zhang) Self-interacting approximation to McKean-Vlasov long time limit
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