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Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games
Presenter
- Rene Carmona
August 28, 2017
IPAM
Probabilistic approach to mean field games. An overview.
Presenter
- Francois Delarue
August 28, 2017
IPAM
Stochastic optimization and first continuous time models of cap-and-trade schemes
Presenter
- Rene Carmona
June 11, 2010
IMA
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods
Presenter
- Rene Carmona
June 14, 2010
IMA
Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Presenter
- Rene Carmona
June 17, 2010
IMA
Mathematical models for allocation mechanisms and cost distribution
Presenter
- Rene Carmona
June 9, 2010
IMA
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics
Presenter
- Rene Carmona
November 12, 2012
IMA